-77.5%
CIFR vs GILD
+40.5%
-118.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.0% | -10.7% | -16.8% |
| 7D | -31.5% | +1.2% | -32.7% | -30.4% |
| 30D | -64.2% | +16.2% | -80.4% | -61.1% |
| 3M | -70.3% | +27.9% | -98.2% | -66.3% |
| 6M | -74.9% | +27.1% | -102.0% | -71.3% |
| YTD | -62.4% | +39.0% | -101.4% | -54.6% |
| 1Y | -77.5% | +40.1% | -117.6% | -72.5% |
| All | -77.5% | +40.5% | -118.1% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 1y: compounded portfolio wealth divided by compounded GILD 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…
1y analysis · Full analysis span regression · 6 months rolling