+26.1%
COHR vs GPN
+19.5%
+6.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.2% | -11.8% | -13.4% |
| 7D | -28.4% | +10.8% | -39.2% | -24.8% |
| 30D | -49.8% | +16.1% | -66.0% | -46.2% |
| 3M | -48.3% | +8.9% | -57.2% | -45.3% |
| 6M | -49.4% | +37.6% | -87.1% | -44.8% |
| YTD | -8.0% | +23.9% | -32.0% | -3.3% |
| 1Y | +26.1% | +21.5% | +4.6% | +31.1% |
| All | +26.1% | +19.5% | +6.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling