+390.0%
CIFR vs GGLL
+210.8%
+179.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -1.9% | -3.0% |
| 7D | +4.8% | +7.7% | -2.9% | +1.1% |
| 30D | -31.0% | -30.2% | -0.8% | -18.2% |
| 3M | -58.7% | -31.3% | -27.5% | -51.2% |
| 6M | -67.7% | -52.1% | -15.6% | -55.5% |
| YTD | -53.5% | -25.9% | -27.7% | -51.9% |
| 1Y | -54.1% | -8.5% | -45.6% | -58.4% |
| 3Y | +138.2% | +165.5% | -27.3% | +11.1% |
| All | +390.0% | +210.8% | +179.2% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling