+70.2%
CIFR vs GDDY
+25.4%
+44.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.2% |
| 7D | -5.0% | -3.2% | -1.8% | -4.4% |
| 30D | -5.7% | +6.8% | -12.5% | -8.7% |
| 3M | -25.5% | +30.5% | -56.0% | -36.6% |
| 6M | +19.4% | +13.3% | +6.1% | +5.5% |
| YTD | +14.2% | -21.0% | +35.1% | +20.0% |
| 1Y | +69.0% | -34.0% | +103.0% | +97.5% |
| 3Y | +503.9% | +33.1% | +470.9% | +394.7% |
| 5Y | +27.7% | +30.3% | -2.7% | +7.7% |
| All | +70.2% | +25.4% | +44.8% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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