+117.4%
COIN vs GWW
+89.6%
+27.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.3% |
| 7D | -5.1% | -3.4% | -1.7% | -2.8% |
| 30D | +17.6% | -1.9% | +19.5% | +19.1% |
| 3M | +9.2% | -2.4% | +11.6% | +9.3% |
| 6M | -11.8% | +15.7% | -27.5% | -24.6% |
| YTD | -22.5% | +27.6% | -50.1% | -40.2% |
| 1Y | -45.9% | +27.2% | -73.1% | -58.2% |
| 3Y | +117.4% | +89.7% | +27.7% | +45.9% |
| All | +117.4% | +89.6% | +27.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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