+326.8%
GLW vs COIN
-54.1%
+381.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +16.9% | -0.1% | +17.0% | +16.8% |
| 30D | +7.0% | +17.5% | -10.5% | +4.7% |
| 3M | -3.0% | +12.4% | -15.3% | -4.9% |
| 6M | +31.0% | -12.5% | +43.5% | +31.5% |
| YTD | +93.4% | -22.7% | +116.1% | +95.3% |
| 1Y | +134.7% | -45.2% | +179.9% | +144.9% |
| 3Y | +471.8% | +112.8% | +359.0% | +393.5% |
| 5Y | +394.5% | -31.9% | +426.3% | +321.8% |
| All | +326.8% | -54.1% | +381.0% | +264.2% |
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