+26.9%
CIFR vs GDDY
+29.8%
-2.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.1% |
| 7D | -5.0% | -3.2% | -1.8% | -4.3% |
| 30D | -5.7% | +6.8% | -12.5% | -9.1% |
| 3M | -25.5% | +30.5% | -56.0% | -38.3% |
| 6M | +19.4% | +13.3% | +6.1% | +3.1% |
| YTD | +14.2% | -21.0% | +35.1% | +21.7% |
| 1Y | +69.0% | -34.0% | +103.0% | +105.2% |
| 3Y | +503.9% | +33.1% | +470.9% | +342.8% |
| All | +26.9% | +29.8% | -2.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling