-46.0%
COHR vs GS
-1.8%
-44.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.4% |
| 7D | +13.1% | +5.9% | +7.3% | +5.8% |
| 30D | -17.2% | +4.3% | -21.5% | -20.2% |
| 3M | -33.3% | -11.7% | -21.7% | -22.0% |
| 6M | -46.0% | -3.2% | -42.8% | -42.6% |
| All | -46.0% | -1.8% | -44.2% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling