-58.5%
COIN vs GLDM
+127.8%
-186.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.7% |
| 7D | -10.1% | -2.0% | -8.1% | -9.3% |
| 30D | -24.5% | -4.4% | -20.0% | -22.8% |
| 3M | -8.3% | -8.8% | +0.6% | -3.9% |
| 6M | -37.1% | -15.9% | -21.2% | -32.5% |
| YTD | -39.7% | -7.7% | -32.1% | -36.5% |
| 1Y | -55.2% | -3.6% | -51.6% | -53.2% |
| 3Y | +46.7% | +105.2% | -58.6% | +19.2% |
| 5Y | -59.5% | +112.8% | -172.3% | -70.6% |
| All | -58.5% | +127.8% | -186.3% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling