+337.8%
CIFR vs GLXY
+7.0%
+330.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.0% | -1.7% | -3.3% |
| 7D | +11.3% | +4.5% | +6.8% | +8.2% |
| 30D | +3.5% | +28.8% | -25.4% | -13.7% |
| 3M | -26.6% | -23.0% | -3.6% | -10.3% |
| 6M | +18.1% | +17.0% | +1.1% | +5.7% |
| YTD | +14.5% | +12.5% | +2.0% | +0.7% |
| 1Y | +83.3% | -5.4% | +88.7% | +85.1% |
| All | +337.8% | +7.0% | +330.8% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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