-61.1%
COIN vs GD
+123.4%
-184.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -5.3% | +2.7% | -7.9% | -6.8% |
| 30D | -26.2% | +8.6% | -34.8% | -30.1% |
| 3M | -17.1% | -7.1% | -10.0% | -13.7% |
| 6M | -36.7% | +7.5% | -44.2% | -40.6% |
| YTD | -43.6% | +9.9% | -53.5% | -47.9% |
| 1Y | -54.9% | +7.6% | -62.5% | -57.7% |
| 3Y | +37.8% | +56.2% | -18.4% | 0.0% |
| 5Y | -62.8% | +100.6% | -163.4% | -75.9% |
| All | -61.1% | +123.4% | -184.5% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling