-58.9%
CIFR vs GLDM
-6.3%
-52.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +3.4% |
| 7D | +28.8% | -5.5% | +34.3% | +36.2% |
| 30D | -36.9% | -7.0% | -30.0% | -32.2% |
| 3M | -60.0% | -12.3% | -47.7% | -53.7% |
| 6M | -64.4% | -17.9% | -46.4% | -55.9% |
| YTD | -51.6% | -10.3% | -41.3% | -49.0% |
| 1Y | -58.9% | -7.8% | -51.1% | -66.1% |
| All | -58.9% | -6.3% | -52.5% | -66.1% |
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