-50.7%
COIN vs GIS
-17.8%
-32.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +5.3% |
| 7D | -6.7% | +8.5% | -15.1% | -4.8% |
| 30D | -19.5% | +15.3% | -34.8% | -16.7% |
| 3M | +0.5% | +0.9% | -0.4% | +0.9% |
| 6M | -25.4% | +7.9% | -33.3% | -22.7% |
| YTD | -33.0% | -17.6% | -15.4% | -44.2% |
| 1Y | -50.7% | -17.4% | -33.3% | -58.9% |
| All | -50.7% | -17.8% | -32.9% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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