-46.6%
COIN vs GSK
+66.7%
-113.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -3.5% | -1.6% | -4.7% |
| 30D | +17.6% | -3.4% | +21.0% | +18.1% |
| 3M | +9.2% | -8.1% | +17.4% | +10.2% |
| 6M | -11.8% | -11.1% | -0.6% | -10.7% |
| YTD | -22.5% | +0.7% | -23.2% | -22.8% |
| 1Y | -45.9% | +20.1% | -66.0% | -47.7% |
| 3Y | +117.4% | +46.1% | +71.3% | +94.6% |
| 5Y | -29.4% | +48.2% | -77.7% | -36.3% |
| All | -46.6% | +66.7% | -113.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling