-39.8%
COIN vs GFI
+45.3%
-85.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | +3.4% | +3.1% | +0.2% | +2.4% |
| 30D | +23.2% | +27.1% | -3.9% | +14.5% |
| 3M | +12.5% | +21.2% | -8.7% | +5.3% |
| 6M | -11.6% | -4.5% | -7.1% | -12.5% |
| YTD | -18.4% | +11.7% | -30.1% | -22.3% |
| 1Y | -39.8% | +46.0% | -85.9% | -45.3% |
| All | -39.8% | +45.3% | -85.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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