+361.5%
COIN vs GEHC
+2.1%
+359.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | -5.1% | -7.2% | +2.1% | -1.3% |
| 30D | +17.6% | -11.6% | +29.1% | +25.5% |
| 3M | +9.2% | -0.8% | +10.1% | +8.3% |
| 6M | -11.8% | -11.9% | +0.1% | -6.8% |
| YTD | -22.5% | -21.9% | -0.6% | -12.6% |
| 1Y | -45.9% | -17.8% | -28.1% | -40.9% |
| 3Y | +117.4% | -3.5% | +120.9% | +116.0% |
| All | +361.5% | +2.1% | +359.4% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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