-29.5%
CIFR vs GD
+94.5%
-124.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.6% | +18.6% | +18.3% |
| 7D | -10.2% | -5.0% | -5.2% | -7.3% |
| 30D | -55.0% | +8.9% | -64.0% | -57.2% |
| 3M | -64.1% | -8.0% | -56.0% | -62.5% |
| 6M | -70.1% | +2.9% | -73.0% | -71.1% |
| YTD | -55.7% | +7.1% | -62.7% | -57.8% |
| 1Y | -69.9% | +5.9% | -75.8% | -71.1% |
| 3Y | +68.7% | +53.9% | +14.8% | +37.6% |
| All | -29.5% | +94.5% | -124.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling