+515.0%
CIFR vs GME
+4.1%
+510.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | +26.7% | +0.4% | +26.3% | +26.6% |
| 30D | +7.7% | -1.4% | +9.2% | +8.1% |
| 3M | -23.8% | -15.1% | -8.7% | -22.1% |
| 6M | +35.9% | -22.5% | +58.4% | +40.6% |
| YTD | +25.4% | -5.9% | +31.3% | +25.1% |
| 1Y | +139.8% | -18.6% | +158.4% | +145.8% |
| 3Y | +515.0% | +6.7% | +508.3% | +405.4% |
| All | +515.0% | +4.1% | +510.9% | +405.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling