-27.8%
COIN vs GILD
+142.1%
-170.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -5.1% | -4.8% | -0.3% | -3.8% |
| 30D | +17.6% | +5.8% | +11.8% | +15.9% |
| 3M | +9.2% | +14.9% | -5.7% | +5.1% |
| 6M | -11.8% | -0.4% | -11.4% | -11.9% |
| YTD | -22.5% | +18.5% | -41.0% | -26.0% |
| 1Y | -45.9% | +25.1% | -71.0% | -49.3% |
| 3Y | +117.4% | +105.9% | +11.5% | +67.4% |
| All | -27.8% | +142.1% | -170.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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