+386.4%
CIFR vs GGLL
+195.8%
+190.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +2.8% |
| 7D | -0.7% | +6.3% | -7.1% | -4.3% |
| 30D | -49.6% | -35.1% | -14.5% | -38.0% |
| 3M | -60.4% | -37.7% | -22.7% | -51.0% |
| 6M | -66.9% | -54.1% | -12.8% | -53.5% |
| YTD | -53.9% | -29.4% | -24.4% | -51.1% |
| 1Y | -67.1% | -13.4% | -53.7% | -69.4% |
| 3Y | +118.3% | +158.3% | -40.0% | +2.9% |
| All | +386.4% | +195.8% | +190.6% | +67.5% |
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