+24.5%
GLD vs COHR
+211.4%
-186.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -1.4% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | +4.4% | -14.1% | +18.5% | +5.3% |
| 3M | -1.1% | -33.2% | +32.1% | +1.3% |
| 6M | -13.8% | +2.5% | -16.3% | -15.6% |
| YTD | +2.6% | +52.7% | -50.1% | -2.2% |
| 1Y | +24.5% | +194.8% | -170.3% | +13.6% |
| All | +24.5% | +211.4% | -186.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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