+563.4%
CIFR vs GFS
-22.9%
+586.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +26.7% | +2.6% | +24.1% | +24.4% |
| 30D | +7.7% | -16.4% | +24.1% | +23.8% |
| 3M | -23.8% | -41.6% | +17.8% | +13.5% |
| 6M | +35.9% | -3.7% | +39.6% | +40.8% |
| YTD | +25.4% | +29.3% | -3.9% | +1.3% |
| 1Y | +139.8% | +37.1% | +102.6% | +86.9% |
| All | +563.4% | -22.9% | +586.3% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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