+140.7%
CIFR vs GFS
-3.9%
+144.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +26.7% | +2.6% | +24.1% | +24.6% |
| 30D | +7.7% | -16.4% | +24.1% | +22.1% |
| 3M | -23.8% | -41.6% | +17.8% | +9.5% |
| 6M | +35.9% | -3.7% | +39.6% | +41.5% |
| YTD | +25.4% | +29.3% | -3.9% | +5.1% |
| 1Y | +139.8% | +37.1% | +102.6% | +94.8% |
| 3Y | +515.0% | -22.1% | +537.1% | +583.6% |
| All | +140.7% | -3.9% | +144.6% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling