+70.2%
CIFR vs GM
+163.0%
-92.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.1% |
| 7D | -5.0% | -2.4% | -2.6% | -3.6% |
| 30D | -5.7% | -1.1% | -4.6% | -5.1% |
| 3M | -25.5% | +6.1% | -31.7% | -29.4% |
| 6M | +19.4% | +15.0% | +4.5% | +8.9% |
| YTD | +14.2% | +6.0% | +8.2% | +10.0% |
| 1Y | +69.0% | +47.1% | +21.9% | +27.7% |
| 3Y | +503.9% | +170.5% | +333.4% | +206.7% |
| 5Y | +27.7% | +80.5% | -52.8% | -23.7% |
| All | +70.2% | +163.0% | -92.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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