+152.4%
COIN vs GGLL
+313.5%
-161.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -10.6% | -5.8% | -4.8% | -8.0% |
| 30D | +16.0% | -7.2% | +23.2% | +19.9% |
| 3M | +11.9% | -17.5% | +29.4% | +17.7% |
| 6M | -12.3% | +5.1% | -17.4% | -21.9% |
| YTD | -23.8% | -1.3% | -22.5% | -30.5% |
| 1Y | -45.4% | +60.2% | -105.6% | -63.4% |
| 3Y | +109.9% | +230.8% | -121.0% | -21.8% |
| All | +152.4% | +313.5% | -161.1% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling