+117.4%
COIN vs GTLB
-10.9%
+128.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -5.1% | -5.7% | +0.6% | -2.8% |
| 30D | +17.6% | +15.1% | +2.4% | +10.4% |
| 3M | +9.2% | +65.5% | -56.2% | -12.7% |
| 6M | -11.8% | +102.9% | -114.7% | -36.9% |
| YTD | -22.5% | +25.2% | -47.7% | -32.0% |
| 1Y | -45.9% | -5.5% | -40.4% | -46.8% |
| 3Y | +117.4% | -10.9% | +128.3% | +122.4% |
| All | +117.4% | -10.9% | +128.3% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling