+51.0%
CIFR vs GLDM
+143.3%
-92.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.8% |
| 7D | +16.9% | -0.5% | +17.5% | +17.7% |
| 30D | -5.2% | +4.4% | -9.6% | -7.8% |
| 3M | -30.6% | -1.1% | -29.5% | -29.6% |
| 6M | +10.6% | -13.7% | +24.3% | +22.5% |
| YTD | +20.2% | +2.8% | +17.4% | +21.2% |
| 1Y | +139.7% | +24.8% | +114.9% | +121.1% |
| 3Y | +489.4% | +127.8% | +361.6% | +293.4% |
| All | +51.0% | +143.3% | -92.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling