-31.9%
COIN vs GS
+187.0%
-218.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.4% |
| 7D | -0.1% | +2.4% | -2.6% | -2.8% |
| 30D | +17.5% | -0.1% | +17.6% | +17.8% |
| 3M | +12.4% | +0.2% | +12.2% | +10.5% |
| 6M | -12.5% | +24.8% | -37.3% | -36.2% |
| YTD | -22.7% | +18.8% | -41.5% | -40.1% |
| 1Y | -45.2% | +37.3% | -82.5% | -65.1% |
| 3Y | +112.8% | +237.9% | -125.1% | -56.4% |
| 5Y | -31.9% | +187.0% | -218.9% | -84.8% |
| All | -31.9% | +187.0% | -218.8% | -84.8% |
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