+194.8%
COHR vs GS
+44.3%
+150.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.1% | +6.5% | +6.5% |
| 7D | +1.0% | +0.9% | 0.0% | -0.3% |
| 30D | -14.1% | -1.6% | -12.6% | -12.5% |
| 3M | -33.2% | -4.5% | -28.7% | -29.0% |
| 6M | +2.5% | +20.9% | -18.3% | -15.0% |
| YTD | +52.7% | +19.9% | +32.8% | +24.6% |
| 1Y | +194.8% | +41.4% | +153.4% | +113.7% |
| All | +194.8% | +44.3% | +150.4% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling