+194.8%
COHR vs GTLB
+14.4%
+180.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.1% | +5.5% | +6.8% |
| 7D | +1.0% | +11.1% | -10.1% | +2.6% |
| 30D | -14.1% | +37.8% | -51.9% | -10.3% |
| 3M | -33.2% | +61.6% | -94.8% | -28.1% |
| 6M | +2.5% | +98.9% | -96.4% | +13.3% |
| YTD | +52.7% | +32.8% | +19.9% | +80.6% |
| 1Y | +194.8% | +14.7% | +180.1% | +270.1% |
| All | +194.8% | +14.4% | +180.3% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling