+1,298.9%
COHR vs GWW
+570.2%
+728.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | +8.3% | -3.4% | +11.7% | +10.0% |
| 30D | -14.1% | -1.9% | -12.2% | -13.5% |
| 3M | -16.0% | -2.4% | -13.6% | -15.8% |
| 6M | +21.5% | +15.7% | +5.7% | +12.0% |
| YTD | +65.4% | +27.6% | +37.9% | +45.2% |
| 1Y | +195.0% | +27.2% | +167.8% | +159.0% |
| 3Y | +830.2% | +89.7% | +740.5% | +581.2% |
| 5Y | +397.1% | +223.9% | +173.2% | +183.5% |
| All | +1,298.9% | +570.2% | +728.7% | +582.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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