-27.8%
COIN vs GIS
-25.1%
-2.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.6% |
| 7D | -5.1% | -6.4% | +1.3% | -7.3% |
| 30D | +17.6% | -6.1% | +23.7% | +15.0% |
| 3M | +9.2% | +7.8% | +1.4% | +12.9% |
| 6M | -11.8% | -8.8% | -3.0% | -15.3% |
| YTD | -22.5% | -19.1% | -3.4% | -29.0% |
| 1Y | -45.9% | -24.8% | -21.1% | -51.7% |
| 3Y | +117.4% | -37.6% | +154.9% | +80.6% |
| All | -27.8% | -25.1% | -2.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling