+256.0%
COHR vs GS
+155.9%
+100.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | +0.5% |
| 7D | +36.7% | +5.1% | +31.6% | +30.3% |
| 30D | -20.0% | +2.4% | -22.4% | -20.9% |
| 3M | -34.7% | -11.5% | -23.3% | -24.8% |
| 6M | -37.9% | -2.5% | -35.4% | -34.8% |
| YTD | +25.7% | +5.5% | +20.3% | +22.0% |
| 1Y | +48.1% | +11.0% | +37.1% | +37.5% |
| 3Y | +583.2% | +200.1% | +383.1% | +154.1% |
| 5Y | +256.0% | +154.7% | +101.3% | +45.6% |
| All | +256.0% | +155.9% | +100.0% | +45.6% |
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