+138.2%
CIFR vs GFS
-19.0%
+157.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -1.9% |
| 7D | +4.8% | +7.4% | -2.6% | -0.8% |
| 30D | -31.0% | -15.3% | -15.7% | -19.6% |
| 3M | -58.7% | -21.1% | -37.6% | -49.5% |
| 6M | -67.7% | -44.5% | -23.2% | -49.5% |
| YTD | -53.5% | +19.2% | -72.7% | -59.4% |
| 1Y | -54.1% | +27.2% | -81.3% | -61.8% |
| 3Y | +138.2% | -20.1% | +158.3% | +202.4% |
| All | +138.2% | -19.0% | +157.2% | +202.4% |
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