+830.2%
COHR vs GPN
-27.4%
+857.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -4.3% | +12.7% | +9.3% |
| 30D | -14.1% | 0.0% | -14.1% | -14.5% |
| 3M | -16.0% | +35.8% | -51.8% | -24.6% |
| 6M | +21.5% | +22.0% | -0.5% | +12.0% |
| YTD | +65.4% | +15.2% | +50.2% | +54.4% |
| 1Y | +195.0% | +3.5% | +191.5% | +187.4% |
| 3Y | +830.2% | -26.9% | +857.1% | +936.9% |
| All | +830.2% | -27.4% | +857.6% | +936.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling