+1,298.9%
COHR vs GRMN
+677.8%
+621.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +1.3% |
| 7D | +8.3% | +2.4% | +5.9% | +6.6% |
| 30D | -14.1% | -8.5% | -5.7% | -8.7% |
| 3M | -16.0% | +19.5% | -35.5% | -28.2% |
| 6M | +21.5% | +21.2% | +0.3% | +3.4% |
| YTD | +65.4% | +41.0% | +24.4% | +25.4% |
| 1Y | +195.0% | +19.6% | +175.4% | +150.4% |
| 3Y | +830.2% | +183.8% | +646.4% | +288.2% |
| 5Y | +397.1% | +83.0% | +314.1% | +188.6% |
| All | +1,298.9% | +677.8% | +621.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling