-30.7%
CIFR vs GIS
-29.2%
-1.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -2.6% |
| 7D | +4.8% | -3.4% | +8.2% | +2.9% |
| 30D | -31.0% | +6.9% | -37.9% | -27.0% |
| 3M | -58.7% | -10.1% | -48.6% | -59.8% |
| 6M | -67.7% | +5.9% | -73.6% | -65.6% |
| YTD | -53.5% | -21.1% | -32.4% | -54.7% |
| 1Y | -54.1% | -22.5% | -31.6% | -55.4% |
| 3Y | +138.2% | -39.0% | +177.2% | +115.7% |
| 5Y | -18.5% | -33.3% | +14.8% | -26.0% |
| All | -30.7% | -29.2% | -1.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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