+503.9%
CIFR vs GFI
+287.6%
+216.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.1% |
| 7D | -5.0% | -4.9% | -0.2% | -3.7% |
| 30D | -5.7% | +10.7% | -16.4% | -7.9% |
| 3M | -25.5% | +25.6% | -51.2% | -30.3% |
| 6M | +19.4% | -8.3% | +27.7% | +20.4% |
| YTD | +14.2% | +6.3% | +7.9% | +13.4% |
| 1Y | +69.0% | +22.1% | +46.9% | +65.2% |
| 3Y | +503.9% | +289.2% | +214.8% | +470.8% |
| All | +503.9% | +287.6% | +216.3% | +470.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling