-55.2%
COIN vs GLDM
-3.6%
-51.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.1% |
| 7D | -10.1% | -2.0% | -8.1% | -8.7% |
| 30D | -24.5% | -4.4% | -20.0% | -21.4% |
| 3M | -8.3% | -8.8% | +0.6% | -0.4% |
| 6M | -37.1% | -15.9% | -21.2% | -28.9% |
| YTD | -39.7% | -7.7% | -32.1% | -38.2% |
| 1Y | -55.2% | -3.6% | -51.6% | -59.0% |
| All | -55.2% | -3.6% | -51.5% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling