+70.2%
CIFR vs GH
+53.8%
+16.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.0% |
| 30D | -5.7% | -4.7% | -1.0% | -3.8% |
| 3M | -25.5% | +20.2% | -45.8% | -32.8% |
| 6M | +19.4% | +78.8% | -59.4% | -11.3% |
| YTD | +14.2% | +54.1% | -39.9% | -9.9% |
| 1Y | +69.0% | +177.1% | -108.1% | -1.5% |
| 3Y | +503.9% | +371.6% | +132.3% | +150.4% |
| 5Y | +27.7% | +21.9% | +5.7% | -29.1% |
| All | +70.2% | +53.8% | +16.4% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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