-30.7%
COIN vs GLDM
+141.3%
-172.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.3% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +16.5% | +0.3% | +16.2% | +16.9% |
| 3M | +10.4% | +0.7% | +9.7% | +10.5% |
| 6M | -9.3% | -15.4% | +6.2% | -4.2% |
| YTD | -20.9% | +1.0% | -21.9% | -20.0% |
| 1Y | -40.8% | +19.7% | -60.5% | -42.4% |
| 3Y | +118.0% | +126.5% | -8.5% | +62.4% |
| 5Y | -30.7% | +142.5% | -173.2% | -55.0% |
| All | -30.7% | +141.3% | -172.0% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling