+387.4%
COHR vs GS
+187.0%
+200.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.3% |
| 7D | +13.0% | +2.4% | +10.5% | +10.0% |
| 30D | -6.7% | -0.1% | -6.6% | -6.7% |
| 3M | -14.7% | +0.2% | -14.9% | -14.6% |
| 6M | +20.3% | +24.8% | -4.5% | -2.5% |
| YTD | +64.4% | +18.8% | +45.7% | +39.2% |
| 1Y | +205.9% | +37.3% | +168.5% | +125.5% |
| 3Y | +814.1% | +237.9% | +576.2% | +202.8% |
| 5Y | +387.4% | +187.0% | +200.3% | +75.7% |
| All | +387.4% | +187.0% | +200.4% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling