-31.9%
COIN vs GD
+91.1%
-122.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.6% |
| 7D | -0.1% | -3.1% | +3.0% | +2.1% |
| 30D | +17.5% | -10.9% | +28.4% | +26.8% |
| 3M | +12.4% | +2.5% | +9.9% | +9.4% |
| 6M | -12.5% | -1.7% | -10.9% | -12.5% |
| YTD | -22.7% | +6.1% | -28.9% | -27.0% |
| 1Y | -45.2% | +11.7% | -56.9% | -49.8% |
| 3Y | +112.8% | +71.8% | +41.0% | +37.0% |
| 5Y | -31.9% | +92.2% | -124.0% | -57.6% |
| All | -31.9% | +91.1% | -122.9% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling