+117.4%
COIN vs GFS
-19.7%
+137.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.4% | +0.8% |
| 7D | -5.1% | +3.8% | -8.9% | -6.7% |
| 30D | +17.6% | -11.7% | +29.3% | +23.9% |
| 3M | +9.2% | -41.8% | +51.0% | +35.4% |
| 6M | -11.8% | +6.6% | -18.4% | -23.8% |
| YTD | -22.5% | +34.6% | -57.1% | -43.8% |
| 1Y | -45.9% | +46.2% | -92.1% | -62.8% |
| 3Y | +117.4% | -20.3% | +137.7% | +111.5% |
| All | +117.4% | -19.7% | +137.1% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling