-47.5%
COIN vs GLDM
+147.1%
-194.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.6% |
| 7D | -10.6% | -3.4% | -7.2% | -9.2% |
| 30D | +16.0% | -1.1% | +17.0% | +17.0% |
| 3M | +11.9% | +5.9% | +6.0% | +10.4% |
| 6M | -12.3% | -16.9% | +4.6% | -7.2% |
| YTD | -23.8% | +0.2% | -24.0% | -22.6% |
| 1Y | -45.4% | +18.6% | -63.9% | -46.4% |
| 3Y | +109.9% | +124.6% | -14.7% | +63.7% |
| 5Y | -30.6% | +140.6% | -171.2% | -51.1% |
| All | -47.5% | +147.1% | -194.7% | -64.4% |
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