+830.2%
COHR vs GRMN
+190.9%
+639.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | -0.1% | +2.1% |
| 7D | +8.3% | +2.4% | +5.9% | +7.1% |
| 30D | -14.1% | -8.5% | -5.7% | -10.3% |
| 3M | -16.0% | +19.5% | -35.5% | -24.7% |
| 6M | +21.5% | +21.2% | +0.3% | +8.7% |
| YTD | +65.4% | +41.0% | +24.4% | +36.2% |
| 1Y | +195.0% | +19.6% | +175.4% | +164.1% |
| 3Y | +830.2% | +183.8% | +646.4% | +516.1% |
| All | +830.2% | +190.9% | +639.2% | +516.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling