-71.1%
CIFR vs GLDM
+2.8%
-73.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.7% | -23.6% | -23.8% |
| 7D | -26.7% | -0.3% | -26.4% | -26.9% |
| 30D | -58.0% | -1.9% | -56.2% | -57.1% |
| 3M | -68.1% | -0.4% | -67.7% | -67.9% |
| 6M | -63.7% | -10.1% | -53.6% | -59.1% |
| YTD | -56.0% | -5.8% | -50.1% | -53.8% |
| 1Y | -71.1% | +3.1% | -74.2% | -77.5% |
| All | -71.1% | +2.8% | -73.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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