+122.2%
GLD vs COHR
+769.4%
-647.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.6% |
| 7D | -3.4% | +10.9% | -14.3% | -3.9% |
| 30D | -1.1% | -10.8% | +9.6% | -0.7% |
| 3M | +5.8% | -17.4% | +23.2% | +6.1% |
| 6M | -17.1% | +12.5% | -29.5% | -18.1% |
| YTD | 0.0% | +58.8% | -58.8% | -2.3% |
| 1Y | +18.2% | +183.3% | -165.1% | +13.9% |
| All | +122.2% | +769.4% | -647.3% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling