+1,298.9%
COHR vs GS
+657.8%
+641.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.4% |
| 7D | +8.3% | -0.9% | +9.2% | +9.2% |
| 30D | -14.1% | -0.3% | -13.8% | -13.9% |
| 3M | -16.0% | -0.1% | -15.9% | -15.3% |
| 6M | +21.5% | +26.1% | -4.6% | +2.6% |
| YTD | +65.4% | +18.8% | +46.7% | +46.3% |
| 1Y | +195.0% | +33.7% | +161.3% | +139.6% |
| 3Y | +830.2% | +238.9% | +591.2% | +296.3% |
| 5Y | +397.1% | +187.9% | +209.2% | +135.2% |
| All | +1,298.9% | +657.8% | +641.0% | +257.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling