+116.7%
COIN vs GS
+235.1%
-118.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.5% |
| 7D | -0.1% | +2.4% | -2.6% | -2.7% |
| 30D | +17.5% | -0.1% | +17.6% | +17.8% |
| 3M | +12.4% | +0.2% | +12.2% | +10.6% |
| 6M | -12.5% | +24.8% | -37.3% | -35.9% |
| YTD | -22.7% | +18.8% | -41.5% | -39.8% |
| 1Y | -45.2% | +37.3% | -82.5% | -65.1% |
| All | +116.7% | +235.1% | -118.4% | -48.5% |
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 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