+366.4%
CIFR vs GGLL
+194.0%
+172.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -19.6% | +5.1% | -24.7% | -22.0% |
| 30D | -51.7% | -35.5% | -16.2% | -40.4% |
| 3M | -60.0% | -39.2% | -20.9% | -49.9% |
| 6M | -68.2% | -54.4% | -13.9% | -55.3% |
| YTD | -55.8% | -29.8% | -25.9% | -52.9% |
| 1Y | -66.8% | -20.4% | -46.4% | -67.3% |
| 3Y | +119.1% | +149.7% | -30.6% | +5.5% |
| All | +366.4% | +194.0% | +172.4% | +61.1% |
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