+79.2%
CIFR vs GD
+190.4%
-111.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.0% |
| 7D | +16.9% | -5.3% | +22.2% | +19.9% |
| 30D | -5.2% | -6.4% | +1.2% | -2.5% |
| 3M | -30.6% | +5.7% | -36.3% | -33.2% |
| 6M | +10.6% | -0.9% | +11.5% | +10.0% |
| YTD | +20.2% | +8.2% | +12.0% | +15.2% |
| 1Y | +139.7% | +13.4% | +126.3% | +125.6% |
| 3Y | +489.4% | +68.5% | +420.9% | +393.2% |
| 5Y | +54.4% | +97.2% | -42.8% | +26.5% |
| All | +79.2% | +190.4% | -111.2% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling