+410.7%
CIFR vs GGLL
+217.5%
+193.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | -1.3% |
| 7D | +28.8% | +11.5% | +17.3% | +22.1% |
| 30D | -36.9% | -31.2% | -5.7% | -24.6% |
| 3M | -60.0% | -28.7% | -31.3% | -53.6% |
| 6M | -64.4% | -47.2% | -17.2% | -53.6% |
| YTD | -51.6% | -24.3% | -27.3% | -50.4% |
| 1Y | -58.9% | -12.0% | -46.9% | -61.6% |
| 3Y | +139.9% | +169.6% | -29.7% | +11.1% |
| All | +410.7% | +217.5% | +193.2% | +69.7% |
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 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