+162.2%
COIN vs GGLL
+328.4%
-166.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | +16.5% | -9.7% | +26.2% | +21.8% |
| 3M | +10.4% | -18.0% | +28.4% | +16.7% |
| 6M | -9.3% | +15.3% | -24.5% | -23.0% |
| YTD | -20.9% | +2.2% | -23.1% | -29.0% |
| 1Y | -40.8% | +73.1% | -113.9% | -61.9% |
| 3Y | +118.0% | +242.7% | -124.7% | -20.1% |
| All | +162.2% | +328.4% | -166.2% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling