+117.4%
COIN vs GME
+18.5%
+98.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.2% |
| 7D | -5.1% | +10.4% | -15.5% | -6.5% |
| 30D | +17.6% | +14.1% | +3.5% | +15.3% |
| 3M | +9.2% | -4.6% | +13.9% | +9.9% |
| 6M | -11.8% | -13.5% | +1.8% | -10.1% |
| YTD | -22.5% | +5.3% | -27.8% | -23.4% |
| 1Y | -45.9% | -14.9% | -31.0% | -44.9% |
| 3Y | +117.4% | +24.3% | +93.1% | +87.9% |
| All | +117.4% | +18.5% | +98.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling