-46.6%
COIN vs GDDY
+12.7%
-59.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.5% |
| 7D | -5.1% | -3.2% | -1.9% | -3.2% |
| 30D | +17.6% | +6.8% | +10.8% | +10.7% |
| 3M | +9.2% | +30.5% | -21.2% | -15.1% |
| 6M | -11.8% | +13.3% | -25.1% | -25.4% |
| YTD | -22.5% | -21.0% | -1.5% | -12.2% |
| 1Y | -45.9% | -34.0% | -11.9% | -27.0% |
| 3Y | +117.4% | +33.1% | +84.3% | +30.5% |
| 5Y | -29.4% | +30.3% | -59.7% | -52.2% |
| All | -46.6% | +12.7% | -59.3% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling