+79.2%
CIFR vs GME
+446.3%
-367.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +16.9% | +7.2% | +9.7% | +16.2% |
| 30D | -5.2% | +0.8% | -6.0% | -5.2% |
| 3M | -30.6% | -14.0% | -16.6% | -29.8% |
| 6M | +10.6% | -19.7% | +30.3% | +12.3% |
| YTD | +20.2% | -4.6% | +24.8% | +20.0% |
| 1Y | +139.7% | -14.3% | +154.1% | +142.1% |
| 3Y | +489.4% | +4.0% | +485.4% | +446.5% |
| 5Y | +54.4% | -62.2% | +116.6% | +47.1% |
| All | +79.2% | +446.3% | -367.1% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling