+146.9%
CIFR vs GGLL
+163.0%
-16.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.3% | +4.6% | +6.8% |
| 7D | +9.4% | +2.9% | +6.5% | +8.4% |
| 30D | -45.3% | -33.1% | -12.2% | -34.0% |
| 3M | -58.7% | -31.2% | -27.5% | -51.4% |
| 6M | -64.9% | -49.4% | -15.6% | -53.4% |
| YTD | -51.8% | -26.8% | -25.0% | -50.1% |
| 1Y | -61.9% | -17.7% | -44.2% | -63.4% |
| All | +146.9% | +163.0% | -16.1% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling