-33.9%
CIFR vs GD
+187.4%
-221.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.6% | +18.6% | +18.2% |
| 7D | -10.2% | -5.0% | -5.2% | -7.8% |
| 30D | -55.0% | +8.9% | -64.0% | -56.8% |
| 3M | -64.1% | -8.0% | -56.0% | -62.8% |
| 6M | -70.1% | +2.9% | -73.0% | -70.9% |
| YTD | -55.7% | +7.1% | -62.7% | -57.3% |
| 1Y | -69.9% | +5.9% | -75.8% | -70.8% |
| 3Y | +68.7% | +53.9% | +14.8% | +44.5% |
| 5Y | -26.2% | +95.4% | -121.6% | -39.3% |
| All | -33.9% | +187.4% | -221.3% | -47.0% |
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