-34.0%
CIFR vs GLDM
+110.4%
-144.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.3% |
| 7D | -19.6% | +2.9% | -22.4% | -21.8% |
| 30D | -51.7% | -3.9% | -47.8% | -50.4% |
| 3M | -60.0% | -8.1% | -51.9% | -57.4% |
| 6M | -68.2% | -14.7% | -53.5% | -64.6% |
| YTD | -55.8% | -6.6% | -49.2% | -52.2% |
| 1Y | -66.8% | -2.1% | -64.7% | -64.9% |
| 3Y | +119.1% | +107.7% | +11.4% | +71.1% |
| 5Y | -25.3% | +116.5% | -141.8% | -43.8% |
| All | -34.0% | +110.4% | -144.5% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling