-27.8%
COIN vs GFI
+538.3%
-566.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.6% |
| 7D | -5.1% | -2.7% | -2.4% | -4.6% |
| 30D | +17.6% | +13.2% | +4.3% | +15.6% |
| 3M | +9.2% | +28.5% | -19.2% | +5.0% |
| 6M | -11.8% | -6.2% | -5.6% | -11.6% |
| YTD | -22.5% | +8.7% | -31.2% | -23.8% |
| 1Y | -45.9% | +24.8% | -70.7% | -47.8% |
| 3Y | +117.4% | +298.0% | -180.6% | +75.8% |
| All | -27.8% | +538.3% | -566.1% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling