-33.9%
CIFR vs GLDM
+112.2%
-146.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.8% | +18.7% | +18.5% |
| 7D | -10.2% | +4.7% | -14.9% | -14.0% |
| 30D | -55.0% | -0.9% | -54.2% | -54.9% |
| 3M | -64.1% | -4.3% | -59.8% | -62.8% |
| 6M | -70.1% | -13.4% | -56.7% | -67.0% |
| YTD | -55.7% | -5.8% | -49.8% | -52.4% |
| 1Y | -69.9% | +2.1% | -71.9% | -68.9% |
| 3Y | +68.7% | +105.0% | -36.3% | +31.5% |
| 5Y | -26.2% | +122.5% | -148.7% | -44.7% |
| All | -33.9% | +112.2% | -146.1% | -50.4% |
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