-21.0%
CIFR vs GH
+45.9%
-66.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.0% | -3.1% |
| 7D | +4.8% | +0.6% | +4.3% | +4.6% |
| 30D | -31.0% | -6.9% | -24.1% | -27.6% |
| 3M | -58.7% | -4.9% | -53.8% | -57.8% |
| 6M | -67.7% | +54.1% | -121.8% | -74.6% |
| YTD | -53.5% | +48.5% | -102.0% | -63.4% |
| 1Y | -54.1% | +61.2% | -115.2% | -65.3% |
| 3Y | +138.2% | +570.3% | -432.2% | -26.0% |
| All | -21.0% | +45.9% | -66.9% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling