-27.8%
COIN vs GPC
+29.4%
-57.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -5.1% | -3.2% | -1.9% | -3.3% |
| 30D | +17.6% | +0.5% | +17.1% | +17.0% |
| 3M | +9.2% | +31.7% | -22.5% | -9.5% |
| 6M | -11.8% | +24.7% | -36.5% | -25.0% |
| YTD | -22.5% | +11.8% | -34.3% | -31.3% |
| 1Y | -45.9% | -3.0% | -42.9% | -46.8% |
| 3Y | +117.4% | -1.1% | +118.5% | +93.4% |
| All | -27.8% | +29.4% | -57.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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