-7.2%
COIN vs FGI
-66.2%
+59.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.7% |
| 7D | -10.6% | +22.8% | -33.4% | -11.2% |
| 30D | +16.0% | +85.9% | -70.0% | +11.4% |
| 3M | +11.9% | +32.4% | -20.5% | +8.5% |
| 6M | -12.3% | +106.3% | -118.7% | -18.1% |
| YTD | -23.8% | +48.4% | -72.2% | -28.0% |
| 1Y | -45.4% | +116.4% | -161.7% | -50.9% |
| 3Y | +109.9% | +9.2% | +100.7% | +93.2% |
| All | -7.2% | -66.2% | +59.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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