-27.8%
CIFR vs GME
+630.4%
-658.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +28.8% | +6.0% | +22.8% | +28.2% |
| 30D | -36.9% | -5.9% | -31.1% | -36.6% |
| 3M | -60.0% | +38.2% | -98.2% | -61.1% |
| 6M | -64.4% | +14.5% | -78.9% | -64.9% |
| YTD | -51.6% | +27.6% | -79.1% | -52.9% |
| 1Y | -58.9% | +19.9% | -78.8% | -59.8% |
| 3Y | +139.9% | +104.3% | +35.6% | +111.2% |
| 5Y | -15.1% | -49.3% | +34.2% | -21.2% |
| All | -27.8% | +630.4% | -658.2% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling