-47.5%
COIN vs GS
+253.3%
-300.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | -10.6% | -1.7% | -8.8% | -8.7% |
| 30D | +16.0% | -0.9% | +16.9% | +17.5% |
| 3M | +11.9% | +2.3% | +9.5% | +7.4% |
| 6M | -12.3% | +23.4% | -35.8% | -34.1% |
| YTD | -23.8% | +17.7% | -41.5% | -39.3% |
| 1Y | -45.4% | +35.1% | -80.5% | -63.5% |
| 3Y | +109.9% | +234.9% | -125.1% | -50.6% |
| 5Y | -30.6% | +185.3% | -215.9% | -82.7% |
| All | -47.5% | +253.3% | -300.8% | -87.3% |
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