+1,298.9%
COHR vs GSK
+80.1%
+1,218.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +8.3% | -3.5% | +11.9% | +9.2% |
| 30D | -14.1% | -3.4% | -10.7% | -13.7% |
| 3M | -16.0% | -8.1% | -7.9% | -15.0% |
| 6M | +21.5% | -11.1% | +32.6% | +24.0% |
| YTD | +65.4% | +0.7% | +64.7% | +62.8% |
| 1Y | +195.0% | +20.1% | +174.9% | +175.6% |
| 3Y | +830.2% | +46.1% | +784.0% | +666.5% |
| 5Y | +397.1% | +48.2% | +348.9% | +292.6% |
| All | +1,298.9% | +80.1% | +1,218.8% | +887.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling