+42.6%
COIN vs GS
+200.2%
-157.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.4% |
| 7D | -9.2% | +1.6% | -10.7% | -10.8% |
| 30D | -26.3% | +1.7% | -28.0% | -27.4% |
| 3M | -11.1% | -11.6% | +0.5% | +2.8% |
| 6M | -34.3% | -1.9% | -32.4% | -35.0% |
| YTD | -41.6% | +5.1% | -46.6% | -47.6% |
| 1Y | -58.4% | +16.4% | -74.9% | -67.8% |
| All | +42.6% | +200.2% | -157.6% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling