-46.6%
COIN vs GD
+117.7%
-164.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.4% |
| 7D | -5.1% | -1.0% | -4.1% | -4.5% |
| 30D | +17.6% | -9.7% | +27.3% | +25.3% |
| 3M | +9.2% | -0.4% | +9.6% | +8.7% |
| 6M | -11.8% | +1.5% | -13.3% | -13.6% |
| YTD | -22.5% | +7.1% | -29.6% | -26.9% |
| 1Y | -45.9% | +9.9% | -55.8% | -49.6% |
| 3Y | +117.4% | +74.6% | +42.7% | +44.2% |
| 5Y | -29.4% | +96.1% | -125.5% | -53.5% |
| All | -46.6% | +117.7% | -164.3% | -64.7% |
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