+156.8%
COIN vs GGLL
+327.4%
-170.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.1% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +17.6% | -4.0% | +21.6% | +19.6% |
| 3M | +9.2% | -15.5% | +24.8% | +13.6% |
| 6M | -11.8% | +7.6% | -19.4% | -22.3% |
| YTD | -22.5% | +2.0% | -24.5% | -30.4% |
| 1Y | -45.9% | +63.9% | -109.8% | -64.1% |
| 3Y | +117.4% | +239.7% | -122.3% | -19.8% |
| All | +156.8% | +327.4% | -170.6% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling