-61.1%
COIN vs GS
+217.5%
-278.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.7% |
| 7D | -5.3% | +5.9% | -11.1% | -11.6% |
| 30D | -26.2% | +4.3% | -30.5% | -29.4% |
| 3M | -17.1% | -11.7% | -5.4% | -3.9% |
| 6M | -36.7% | -3.2% | -33.6% | -35.9% |
| YTD | -43.6% | +5.8% | -49.4% | -49.1% |
| 1Y | -54.9% | +16.0% | -70.9% | -63.8% |
| 3Y | +37.8% | +199.8% | -162.0% | -63.1% |
| 5Y | -62.8% | +155.5% | -218.3% | -89.4% |
| All | -61.1% | +217.5% | -278.6% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling