+926.0%
CIFR vs GEHC
+32.0%
+894.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.3% | +10.1% | +9.5% |
| 7D | +9.4% | -3.7% | +13.1% | +11.4% |
| 30D | -45.3% | +22.0% | -67.3% | -51.2% |
| 3M | -58.7% | +13.6% | -72.3% | -62.0% |
| 6M | -64.9% | +34.0% | -99.0% | -71.9% |
| YTD | -51.8% | +0.9% | -52.7% | -53.6% |
| 1Y | -61.9% | +12.7% | -74.7% | -66.3% |
| 3Y | +138.6% | +19.4% | +119.1% | +107.1% |
| All | +926.0% | +32.0% | +894.0% | +753.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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