-27.8%
COIN vs GNRC
-58.7%
+30.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | -0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | +17.6% | -15.7% | +33.3% | +30.2% |
| 3M | +9.2% | -27.3% | +36.6% | +28.5% |
| 6M | -11.8% | -12.1% | +0.3% | -12.9% |
| YTD | -22.5% | +37.1% | -59.6% | -45.9% |
| 1Y | -45.9% | -0.5% | -45.4% | -53.0% |
| 3Y | +117.4% | +61.5% | +55.9% | +24.4% |
| All | -27.8% | -58.7% | +30.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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