+384.1%
GLW vs COIN
-28.9%
+413.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +7.8% | -5.1% | +12.9% | +8.4% |
| 30D | -0.4% | +17.6% | -18.0% | -2.6% |
| 3M | -5.6% | +9.2% | -14.8% | -7.2% |
| 6M | +26.7% | -11.8% | +38.5% | +27.1% |
| YTD | +91.0% | -22.5% | +113.5% | +92.9% |
| 1Y | +122.4% | -45.9% | +168.3% | +132.8% |
| 3Y | +471.0% | +117.4% | +353.6% | +386.2% |
| All | +384.1% | -28.9% | +413.1% | +317.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling