+195.0%
COHR vs GS
+35.9%
+159.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.1% |
| 7D | +8.3% | -0.9% | +9.2% | +9.5% |
| 30D | -14.1% | -0.3% | -13.8% | -13.8% |
| 3M | -16.0% | -0.1% | -15.9% | -15.4% |
| 6M | +21.5% | +26.1% | -4.6% | -4.3% |
| YTD | +65.4% | +18.8% | +46.7% | +34.9% |
| 1Y | +195.0% | +33.7% | +161.3% | +112.7% |
| All | +195.0% | +35.9% | +159.1% | +112.7% |
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