-46.6%
COIN vs GFI
+460.1%
-506.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -5.1% | -4.9% | -0.2% | -4.3% |
| 30D | +17.6% | +10.7% | +6.9% | +16.1% |
| 3M | +9.2% | +25.6% | -16.4% | +5.6% |
| 6M | -11.8% | -8.3% | -3.5% | -11.3% |
| YTD | -22.5% | +6.3% | -28.8% | -23.5% |
| 1Y | -45.9% | +22.1% | -68.0% | -47.5% |
| 3Y | +117.4% | +289.2% | -171.8% | +78.7% |
| 5Y | -29.4% | +531.7% | -561.1% | -48.0% |
| All | -46.6% | +460.1% | -506.8% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling