+1,167.1%
CIFR vs GGLL
+328.7%
+838.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.5% | +3.3% |
| 7D | +16.9% | -4.8% | +21.7% | +20.0% |
| 30D | -5.2% | -13.7% | +8.5% | +1.3% |
| 3M | -30.6% | -21.9% | -8.7% | -24.3% |
| 6M | +10.6% | +11.7% | -1.1% | -4.2% |
| YTD | +20.2% | +2.3% | +17.9% | +7.5% |
| 1Y | +139.7% | +76.2% | +63.6% | +53.3% |
| 3Y | +489.4% | +245.0% | +244.4% | +141.7% |
| All | +1,167.1% | +328.7% | +838.5% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling