+6,849.2%
COHR vs GRMN
+6,537.4%
+311.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +10.9% | -1.8% | +12.7% | +11.6% |
| 30D | -10.8% | -12.1% | +1.3% | -6.3% |
| 3M | -17.4% | +18.0% | -35.4% | -23.5% |
| 6M | +12.5% | +13.7% | -1.2% | +6.1% |
| YTD | +58.8% | +35.3% | +23.5% | +40.1% |
| 1Y | +183.3% | +17.2% | +166.0% | +163.0% |
| 3Y | +783.0% | +179.6% | +603.4% | +496.5% |
| 5Y | +377.2% | +75.6% | +301.7% | +279.0% |
| 10Y | +1,261.0% | +644.2% | +616.9% | +605.5% |
| All | +6,849.2% | +6,537.4% | +311.8% | +1,796.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling