+61.0%
CIFR vs GIS
-27.2%
+88.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.6% | -7.2% |
| 7D | -8.2% | -8.4% | +0.2% | -12.4% |
| 30D | -7.4% | -5.2% | -2.2% | -9.4% |
| 3M | -24.2% | +8.2% | -32.3% | -20.4% |
| 6M | +14.2% | -12.0% | +26.2% | +12.5% |
| YTD | +8.0% | -18.9% | +26.9% | +4.3% |
| 1Y | +55.5% | -23.6% | +79.1% | +48.5% |
| 3Y | +429.6% | -37.6% | +467.2% | +373.8% |
| 5Y | +20.8% | -25.2% | +46.0% | +8.1% |
| All | +61.0% | -27.2% | +88.2% | +42.8% |
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