+41.6%
CIFR vs GME
-58.0%
+99.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.7% |
| 7D | +26.7% | +0.4% | +26.3% | +26.6% |
| 30D | +7.7% | -1.4% | +9.2% | +8.2% |
| 3M | -23.8% | -15.1% | -8.7% | -21.3% |
| 6M | +35.9% | -22.5% | +58.4% | +42.8% |
| YTD | +25.4% | -5.9% | +31.3% | +25.0% |
| 1Y | +139.8% | -18.6% | +158.4% | +148.5% |
| 3Y | +515.0% | +6.7% | +508.3% | +324.8% |
| All | +41.6% | -58.0% | +99.7% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling