+79.2%
CIFR vs GIS
-22.5%
+101.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +0.8% |
| 7D | +16.9% | -7.8% | +24.8% | +12.4% |
| 30D | -5.2% | +6.6% | -11.8% | -1.5% |
| 3M | -30.6% | +21.0% | -51.5% | -23.2% |
| 6M | +10.6% | -9.1% | +19.7% | +11.6% |
| YTD | +20.2% | -13.6% | +33.8% | +20.0% |
| 1Y | +139.7% | -18.0% | +157.7% | +137.1% |
| 3Y | +489.4% | -33.7% | +523.0% | +445.2% |
| 5Y | +54.4% | -19.4% | +73.8% | +42.6% |
| All | +79.2% | -22.5% | +101.7% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling