-54.4%
COIN vs GDDY
-14.3%
-40.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.9% |
| 7D | -6.1% | -2.4% | -3.7% | -5.9% |
| 30D | -24.5% | +17.7% | -42.1% | -26.6% |
| 3M | -7.3% | +26.6% | -33.9% | -10.6% |
| 6M | -31.9% | +34.2% | -66.2% | -33.9% |
| YTD | -40.4% | -7.8% | -32.6% | -39.2% |
| 1Y | -54.4% | -14.0% | -40.4% | -49.9% |
| All | -54.4% | -14.3% | -40.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling