-37.4%
CIFR vs GLDM
+126.2%
-163.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +0.8% | -15.5% | -15.3% |
| 7D | -31.5% | +1.9% | -33.4% | -33.0% |
| 30D | -64.2% | -1.7% | -62.5% | -63.7% |
| 3M | -70.3% | -3.5% | -66.8% | -69.4% |
| 6M | -74.9% | -10.1% | -64.8% | -72.6% |
| YTD | -62.4% | -5.0% | -57.3% | -59.8% |
| 1Y | -77.5% | +2.8% | -80.3% | -77.1% |
| 3Y | +35.4% | +105.1% | -69.7% | -9.5% |
| 5Y | -37.4% | +124.3% | -161.7% | -62.7% |
| All | -37.4% | +126.2% | -163.6% | -62.7% |
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