+147.9%
GLD vs COIN
-54.1%
+202.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +0.1% | -0.1% | +0.3% | +0.1% |
| 30D | +0.2% | +17.5% | -17.3% | -0.1% |
| 3M | +3.2% | +12.4% | -9.1% | +2.9% |
| 6M | -14.6% | -12.5% | -2.1% | -14.6% |
| YTD | +1.8% | -22.7% | +24.5% | +1.7% |
| 1Y | +20.7% | -45.2% | +65.9% | +20.9% |
| 3Y | +126.5% | +112.8% | +13.7% | +123.4% |
| 5Y | +140.0% | -31.9% | +171.9% | +135.0% |
| All | +147.9% | -54.1% | +202.0% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling