+139.7%
CIFR vs GGLL
+80.0%
+59.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +2.9% |
| 7D | +16.9% | -4.8% | +21.7% | +18.9% |
| 30D | -5.2% | -13.7% | +8.5% | -0.8% |
| 3M | -30.6% | -21.9% | -8.7% | -24.2% |
| 6M | +10.6% | +11.7% | -1.1% | -3.2% |
| YTD | +20.2% | +2.3% | +17.9% | +7.9% |
| 1Y | +139.7% | +76.2% | +63.6% | +54.9% |
| All | +139.7% | +80.0% | +59.8% | +54.9% |
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