+43.0%
CIFR vs GLDM
+105.8%
-62.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.8% | -15.5% | -15.4% |
| 7D | -31.5% | +1.9% | -33.4% | -33.2% |
| 30D | -64.2% | -1.7% | -62.5% | -63.7% |
| 3M | -70.3% | -3.5% | -66.8% | -69.2% |
| 6M | -74.9% | -10.1% | -64.8% | -72.3% |
| YTD | -62.4% | -5.0% | -57.3% | -59.5% |
| 1Y | -77.5% | +2.8% | -80.3% | -77.2% |
| All | +43.0% | +105.8% | -62.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling