-43.8%
COIN vs GS
+259.8%
-303.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.3% |
| 7D | +3.4% | +0.9% | +2.4% | +2.5% |
| 30D | +23.2% | -1.6% | +24.8% | +25.8% |
| 3M | +12.5% | -4.5% | +17.0% | +17.6% |
| 6M | -11.6% | +20.9% | -32.5% | -31.8% |
| YTD | -18.4% | +19.9% | -38.2% | -36.4% |
| 1Y | -39.8% | +41.4% | -81.2% | -62.0% |
| 3Y | +136.7% | +239.2% | -102.4% | -45.1% |
| 5Y | -33.7% | +185.0% | -218.7% | -83.8% |
| All | -43.8% | +259.8% | -303.5% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling