-71.1%
CIFR vs GFI
+6.9%
-78.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.3% | -26.3% | -23.4% |
| 7D | -26.7% | +1.4% | -28.2% | -27.9% |
| 30D | -58.0% | +3.0% | -61.0% | -58.9% |
| 3M | -68.1% | +10.2% | -78.3% | -70.4% |
| 6M | -63.7% | -10.1% | -53.6% | -62.5% |
| YTD | -56.0% | -11.4% | -44.6% | -55.9% |
| 1Y | -71.1% | +8.4% | -79.5% | -76.5% |
| All | -71.1% | +6.9% | -78.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling