+137.7%
GLD vs COHR
+391.3%
-253.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.4% |
| 7D | -2.0% | +8.3% | -10.3% | -2.3% |
| 30D | -1.5% | -14.1% | +12.6% | -1.0% |
| 3M | +3.2% | -16.0% | +19.2% | +3.4% |
| 6M | -16.3% | +21.5% | -37.7% | -17.4% |
| YTD | +0.6% | +65.4% | -64.8% | -1.6% |
| 1Y | +19.1% | +195.0% | -175.9% | +14.8% |
| 3Y | +123.5% | +830.2% | -706.6% | +109.2% |
| All | +137.7% | +391.3% | -253.6% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling