+800.7%
GLD vs COHR
+2,811.1%
-2,010.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.8% | -1.9% |
| 7D | +0.7% | +11.0% | -10.2% | +0.5% |
| 30D | +0.3% | -20.4% | +20.7% | +0.8% |
| 3M | +0.6% | -24.9% | +25.5% | +1.0% |
| 6M | -15.6% | +28.1% | -43.7% | -16.4% |
| YTD | +0.9% | +63.6% | -62.7% | -0.6% |
| 1Y | +19.4% | +205.9% | -186.6% | +16.4% |
| 3Y | +124.5% | +809.3% | -684.8% | +113.9% |
| 5Y | +138.9% | +397.1% | -258.1% | +128.4% |
| 10Y | +213.3% | +1,238.1% | -1,024.8% | +193.4% |
| All | +800.7% | +2,811.1% | -2,010.4% | +705.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling