+203.5%
GDX vs COIN
-54.0%
+257.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -2.2% | -5.1% | +2.9% | -1.7% |
| 30D | +6.8% | +17.6% | -10.8% | +5.2% |
| 3M | +24.9% | +9.2% | +15.7% | +23.8% |
| 6M | -4.2% | -11.8% | +7.6% | -3.7% |
| YTD | +13.2% | -22.5% | +35.7% | +14.2% |
| 1Y | +40.2% | -45.9% | +86.1% | +44.4% |
| 3Y | +249.6% | +117.4% | +132.2% | +213.5% |
| 5Y | +230.4% | -29.4% | +259.8% | +197.3% |
| All | +203.5% | -54.0% | +257.5% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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