-47.5%
COIN vs GSK
+66.7%
-114.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -10.6% | -5.4% | -5.2% | -10.0% |
| 30D | +16.0% | -4.6% | +20.6% | +16.6% |
| 3M | +11.9% | -5.1% | +17.0% | +12.5% |
| 6M | -12.3% | -11.4% | -0.9% | -11.3% |
| YTD | -23.8% | +0.7% | -24.5% | -24.1% |
| 1Y | -45.4% | +23.0% | -68.4% | -47.3% |
| 3Y | +109.9% | +48.0% | +61.9% | +86.9% |
| 5Y | -30.6% | +48.2% | -78.8% | -37.3% |
| All | -47.5% | +66.7% | -114.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling