-46.6%
COIN vs GM
+52.5%
-99.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | -5.1% | -2.4% | -2.6% | -3.3% |
| 30D | +17.6% | -1.1% | +18.7% | +18.8% |
| 3M | +9.2% | +6.1% | +3.1% | +4.1% |
| 6M | -11.8% | +15.0% | -26.7% | -22.0% |
| YTD | -22.5% | +6.0% | -28.5% | -27.1% |
| 1Y | -45.9% | +47.1% | -93.0% | -61.8% |
| 3Y | +117.4% | +170.5% | -53.1% | -14.7% |
| 5Y | -29.4% | +80.5% | -109.9% | -62.9% |
| All | -46.6% | +52.5% | -99.1% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 all: compounded portfolio wealth divided by compounded GM 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…
all analysis · Full analysis span regression · 6 months rolling