-30.7%
CIFR vs GLDM
+102.4%
-133.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +4.8% | -4.6% | +9.4% | +8.1% |
| 30D | -31.0% | -5.5% | -25.5% | -28.6% |
| 3M | -58.7% | -10.9% | -47.9% | -55.2% |
| 6M | -67.7% | -17.3% | -50.4% | -63.2% |
| YTD | -53.5% | -10.2% | -43.4% | -48.5% |
| 1Y | -54.1% | -6.9% | -47.1% | -50.0% |
| 3Y | +138.2% | +98.7% | +39.5% | +90.9% |
| 5Y | -18.5% | +106.7% | -125.3% | -37.3% |
| All | -30.7% | +102.4% | -133.1% | -46.3% |
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