-39.8%
COIN vs GWRE
-25.4%
-14.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -19.9% | +15.8% | +1.2% |
| 7D | +3.4% | -21.1% | +24.5% | +9.7% |
| 30D | +23.2% | +1.3% | +21.9% | +22.4% |
| 3M | +12.5% | +7.4% | +5.1% | +9.4% |
| 6M | -11.6% | +5.6% | -17.2% | -14.3% |
| YTD | -18.4% | -19.2% | +0.8% | -21.4% |
| 1Y | -39.8% | -25.1% | -14.7% | -40.3% |
| All | -39.8% | -25.4% | -14.4% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling