+70.7%
CIFR vs GFI
+367.8%
-297.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | +4.7% | +6.6% | +10.4% |
| 30D | +3.5% | +14.4% | -10.9% | +0.8% |
| 3M | -26.6% | +32.5% | -59.1% | -31.0% |
| 6M | +18.1% | -7.2% | +25.3% | +18.7% |
| YTD | +14.5% | +10.9% | +3.6% | +12.4% |
| 1Y | +83.3% | +35.5% | +47.8% | +75.1% |
| 3Y | +461.5% | +312.1% | +149.3% | +356.5% |
| 5Y | +29.3% | +524.6% | -495.3% | +3.2% |
| All | +70.7% | +367.8% | -297.1% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling