-47.5%
COIN vs GAP
-20.7%
-26.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | -10.6% | -6.3% | -4.3% | -8.2% |
| 30D | +16.0% | -0.2% | +16.2% | +14.5% |
| 3M | +11.9% | 0.0% | +11.9% | +9.9% |
| 6M | -12.3% | -8.1% | -4.2% | -12.9% |
| YTD | -23.8% | -16.5% | -7.4% | -21.6% |
| 1Y | -45.4% | -10.5% | -34.9% | -46.0% |
| 3Y | +109.9% | +104.0% | +5.9% | +14.4% |
| 5Y | -30.6% | +6.8% | -37.4% | -60.4% |
| All | -47.5% | -20.7% | -26.8% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling