-39.8%
COIN vs GS
+44.3%
-84.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +3.4% | +0.9% | +2.4% | +2.6% |
| 30D | +23.2% | -1.6% | +24.8% | +25.1% |
| 3M | +12.5% | -4.5% | +17.0% | +17.1% |
| 6M | -11.6% | +20.9% | -32.5% | -28.8% |
| YTD | -18.4% | +19.9% | -38.2% | -34.3% |
| 1Y | -39.8% | +41.4% | -81.2% | -60.5% |
| All | -39.8% | +44.3% | -84.1% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling