+428.3%
COHR vs GTLB
-50.1%
+478.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.3% |
| 7D | +8.3% | -5.7% | +14.0% | +9.5% |
| 30D | -14.1% | +15.1% | -29.3% | -17.4% |
| 3M | -16.0% | +65.5% | -81.5% | -26.3% |
| 6M | +21.5% | +102.9% | -81.4% | -1.2% |
| YTD | +65.4% | +25.2% | +40.2% | +50.6% |
| 1Y | +195.0% | -5.5% | +200.5% | +187.6% |
| 3Y | +830.2% | -10.9% | +841.0% | +791.8% |
| All | +428.3% | -50.1% | +478.5% | +382.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling