-60.2%
COIN vs GD
+123.2%
-183.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.4% |
| 7D | -4.5% | +1.9% | -6.4% | -5.6% |
| 30D | -28.1% | +9.2% | -37.3% | -32.2% |
| 3M | -12.3% | -7.5% | -4.9% | -8.5% |
| 6M | -37.1% | +5.8% | -42.8% | -40.3% |
| YTD | -42.2% | +9.8% | -52.0% | -46.6% |
| 1Y | -57.0% | +5.8% | -62.8% | -59.2% |
| 3Y | +40.6% | +58.0% | -17.4% | +1.2% |
| 5Y | -61.9% | +100.4% | -162.3% | -75.4% |
| All | -60.2% | +123.2% | -183.4% | -74.2% |
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