+889.9%
CIFR vs GEHC
+32.6%
+857.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -4.7% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | -31.0% | +21.3% | -52.3% | -38.2% |
| 3M | -58.7% | +12.6% | -71.3% | -61.8% |
| 6M | -67.7% | +34.3% | -102.0% | -74.1% |
| YTD | -53.5% | +1.4% | -54.9% | -55.3% |
| 1Y | -54.1% | +12.5% | -66.5% | -59.2% |
| 3Y | +138.2% | +19.2% | +119.0% | +106.9% |
| All | +889.9% | +32.6% | +857.3% | +721.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling