-60.7%
COIN vs GS
+156.8%
-217.5%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.4% | -3.5% |
| 7D | -9.2% | +1.6% | -10.7% | -10.9% |
| 30D | -26.3% | +1.7% | -28.0% | -27.5% |
| 3M | -11.1% | -11.6% | +0.5% | +3.5% |
| 6M | -34.3% | -1.9% | -32.4% | -34.9% |
| YTD | -41.6% | +5.1% | -46.6% | -47.5% |
| 1Y | -58.4% | +16.4% | -74.9% | -67.6% |
| 3Y | +42.2% | +199.0% | -156.8% | -67.1% |
| All | -60.7% | +156.8% | -217.5% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling