-0.5%
COIN vs FGI
-70.4%
+69.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.5% | -11.7% | -4.4% |
| 7D | +3.4% | +0.5% | +2.8% | +3.3% |
| 30D | +23.2% | +65.4% | -42.2% | +18.8% |
| 3M | +12.5% | +23.5% | -11.0% | +9.3% |
| 6M | -11.6% | +60.5% | -72.2% | -16.8% |
| YTD | -18.4% | +30.0% | -48.4% | -22.5% |
| 1Y | -39.8% | +82.1% | -121.9% | -45.6% |
| 3Y | +136.7% | -4.4% | +141.1% | +118.9% |
| All | -0.5% | -70.4% | +69.8% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling