+824.4%
COHR vs GS
+235.1%
+589.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.4% |
| 7D | +13.0% | +2.4% | +10.5% | +9.7% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | -14.7% | +0.2% | -14.9% | -14.7% |
| 6M | +20.3% | +24.8% | -4.5% | -4.7% |
| YTD | +64.4% | +18.8% | +45.7% | +36.3% |
| 1Y | +205.9% | +37.3% | +168.5% | +117.3% |
| All | +824.4% | +235.1% | +589.3% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling