-71.1%
CIFR vs GGLL
-11.6%
-59.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.5% | -26.5% | -21.9% |
| 7D | -26.7% | -23.1% | -3.6% | -21.1% |
| 30D | -58.0% | -32.9% | -25.1% | -52.7% |
| 3M | -68.1% | -44.9% | -23.2% | -62.0% |
| 6M | -63.7% | -49.5% | -14.1% | -54.7% |
| YTD | -56.0% | -28.9% | -27.1% | -56.2% |
| 1Y | -71.1% | -12.2% | -58.9% | -76.7% |
| All | -71.1% | -11.6% | -59.5% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling