+367.5%
CIFR vs GGLL
+188.6%
+178.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.4% | +16.5% | +17.2% |
| 7D | -10.2% | +3.1% | -13.3% | -12.1% |
| 30D | -55.0% | -36.3% | -18.7% | -44.1% |
| 3M | -64.1% | -40.4% | -23.7% | -54.5% |
| 6M | -70.1% | -54.6% | -15.5% | -57.9% |
| YTD | -55.7% | -31.1% | -24.5% | -52.4% |
| 1Y | -69.9% | -19.2% | -50.7% | -70.8% |
| 3Y | +68.7% | +151.5% | -82.8% | -19.3% |
| All | +367.5% | +188.6% | +178.9% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling