+6,805.9%
COHR vs GPN
+2,494.3%
+4,311.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | -4.3% | +12.7% | +10.1% |
| 30D | -14.1% | 0.0% | -14.1% | -14.8% |
| 3M | -16.0% | +35.8% | -51.8% | -28.2% |
| 6M | +21.5% | +22.0% | -0.5% | +7.5% |
| YTD | +65.4% | +15.2% | +50.2% | +47.5% |
| 1Y | +195.0% | +3.5% | +191.5% | +173.6% |
| 3Y | +830.2% | -26.9% | +857.1% | +882.6% |
| 5Y | +397.1% | -44.2% | +441.3% | +478.8% |
| 10Y | +1,317.7% | +27.3% | +1,290.3% | +1,094.7% |
| All | +6,805.9% | +2,494.3% | +4,311.6% | +2,430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling