+148.3%
CIFR vs GIS
-40.4%
+188.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | -1.2% |
| 7D | +28.8% | -8.1% | +36.9% | +20.1% |
| 30D | -36.9% | +5.3% | -42.3% | -32.5% |
| 3M | -60.0% | -10.5% | -49.5% | -62.0% |
| 6M | -64.4% | +1.8% | -66.2% | -62.0% |
| YTD | -51.6% | -22.9% | -28.6% | -55.1% |
| 1Y | -58.9% | -22.9% | -35.9% | -61.8% |
| All | +148.3% | -40.4% | +188.6% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling