+70.2%
CIFR vs GNRC
-11.2%
+81.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.1% |
| 7D | -5.0% | -0.2% | -4.8% | -4.7% |
| 30D | -5.7% | -15.7% | +10.0% | +3.8% |
| 3M | -25.5% | -27.3% | +1.8% | -12.1% |
| 6M | +19.4% | -12.1% | +31.5% | +28.2% |
| YTD | +14.2% | +37.1% | -23.0% | -3.1% |
| 1Y | +69.0% | -0.5% | +69.5% | +67.7% |
| 3Y | +503.9% | +61.5% | +442.4% | +377.5% |
| 5Y | +27.7% | -58.6% | +86.2% | +51.1% |
| All | +70.2% | -11.2% | +81.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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