-46.8%
COIN vs GGLL
+59.1%
-105.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -10.6% | -5.8% | -4.8% | -9.4% |
| 30D | +16.0% | -7.2% | +23.2% | +17.8% |
| 3M | +11.9% | -17.5% | +29.4% | +15.6% |
| 6M | -12.3% | +5.1% | -17.4% | -20.6% |
| YTD | -23.8% | -1.3% | -22.5% | -29.9% |
| All | -46.8% | +59.1% | -105.9% | -58.3% |
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