+407.2%
COHR vs GTLB
-49.8%
+457.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.8% |
| 7D | +10.9% | -4.1% | +15.0% | +11.7% |
| 30D | -10.8% | +12.3% | -23.1% | -13.8% |
| 3M | -17.4% | +65.9% | -83.3% | -27.5% |
| 6M | +12.5% | +104.0% | -91.5% | -8.6% |
| YTD | +58.8% | +26.0% | +32.8% | +44.4% |
| 1Y | +183.3% | -3.5% | +186.8% | +174.7% |
| 3Y | +783.0% | -9.6% | +792.7% | +744.2% |
| All | +407.2% | -49.8% | +457.0% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling