-50.7%
COIN vs GAP
+10.4%
-61.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.3% |
| 7D | -6.7% | +8.0% | -14.6% | -7.4% |
| 30D | -19.5% | +2.7% | -22.2% | -19.8% |
| 3M | +0.5% | +16.0% | -15.5% | -1.4% |
| 6M | -25.4% | +2.0% | -27.4% | -26.2% |
| YTD | -33.0% | -4.4% | -28.6% | -32.1% |
| 1Y | -50.7% | +9.2% | -59.9% | -54.1% |
| All | -50.7% | +10.4% | -61.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling