-50.7%
COIN vs GGLL
-11.6%
-39.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.4% | +2.7% |
| 7D | -6.7% | -23.1% | +16.4% | -2.1% |
| 30D | -19.5% | -32.9% | +13.4% | -12.6% |
| 3M | +0.5% | -44.9% | +45.4% | +13.5% |
| 6M | -25.4% | -49.5% | +24.2% | -14.4% |
| YTD | -33.0% | -28.9% | -4.1% | -34.8% |
| 1Y | -50.7% | -12.2% | -38.5% | -55.6% |
| All | -50.7% | -11.6% | -39.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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