-27.8%
COIN vs GAP
+8.7%
-36.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +0.5% |
| 7D | -5.1% | -4.1% | -1.0% | -3.4% |
| 30D | +17.6% | +6.2% | +11.4% | +12.9% |
| 3M | +9.2% | -0.7% | +9.9% | +7.5% |
| 6M | -11.8% | -7.1% | -4.6% | -12.7% |
| YTD | -22.5% | -14.1% | -8.4% | -21.2% |
| 1Y | -45.9% | -8.5% | -37.4% | -47.1% |
| 3Y | +117.4% | +115.4% | +2.0% | +8.4% |
| All | -27.8% | +8.7% | -36.6% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling