-28.2%
CIFR vs GD
+198.1%
-226.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +8.9% | +8.9% |
| 7D | +9.4% | +0.6% | +8.7% | +9.2% |
| 30D | -45.3% | +9.5% | -54.8% | -47.5% |
| 3M | -58.7% | -5.8% | -52.8% | -57.6% |
| 6M | -64.9% | +7.7% | -72.7% | -66.6% |
| YTD | -51.8% | +11.1% | -62.9% | -54.4% |
| 1Y | -61.9% | +6.1% | -68.0% | -63.2% |
| 3Y | +138.6% | +59.8% | +78.8% | +100.9% |
| 5Y | -13.0% | +104.6% | -117.6% | -29.6% |
| All | -28.2% | +198.1% | -226.3% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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