-43.8%
COIN vs GD
+119.8%
-163.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.0% |
| 7D | +3.4% | -5.3% | +8.6% | +7.0% |
| 30D | +23.2% | -6.4% | +29.6% | +28.1% |
| 3M | +12.5% | +5.7% | +6.8% | +7.3% |
| 6M | -11.6% | -0.9% | -10.7% | -11.9% |
| YTD | -18.4% | +8.2% | -26.5% | -23.5% |
| 1Y | -39.8% | +13.4% | -53.2% | -45.1% |
| 3Y | +136.7% | +68.5% | +68.3% | +61.8% |
| 5Y | -33.7% | +97.2% | -130.8% | -56.6% |
| All | -43.8% | +119.8% | -163.6% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling