+70.7%
CIFR vs GME
+467.1%
-396.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.3% | -14.0% | -9.2% |
| 7D | +11.3% | +4.8% | +6.5% | +10.8% |
| 30D | +3.5% | +5.9% | -2.4% | +3.0% |
| 3M | -26.6% | -10.7% | -15.9% | -26.1% |
| 6M | +18.1% | -19.8% | +37.9% | +19.9% |
| YTD | +14.5% | -0.9% | +15.4% | +13.9% |
| 1Y | +83.3% | -15.7% | +99.0% | +85.2% |
| 3Y | +461.5% | +12.3% | +449.2% | +417.3% |
| 5Y | +29.3% | -60.1% | +89.4% | +22.7% |
| All | +70.7% | +467.1% | -396.4% | +58.2% |
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