+61.0%
CIFR vs GME
+481.3%
-420.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -5.9% |
| 7D | -8.2% | +6.0% | -14.3% | -8.8% |
| 30D | -7.4% | +8.3% | -15.7% | -8.1% |
| 3M | -24.2% | -9.1% | -15.1% | -23.7% |
| 6M | +14.2% | -16.3% | +30.5% | +15.5% |
| YTD | +8.0% | +1.5% | +6.5% | +7.2% |
| 1Y | +55.5% | -16.3% | +71.8% | +57.2% |
| 3Y | +429.6% | +15.1% | +414.4% | +386.8% |
| 5Y | +20.8% | -57.2% | +77.9% | +14.3% |
| All | +61.0% | +481.3% | -420.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling