+87.0%
CIFR vs GPC
+57.3%
+29.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.3% | +5.3% |
| 7D | +26.7% | +0.2% | +26.5% | +26.6% |
| 30D | +7.7% | -0.4% | +8.1% | +7.7% |
| 3M | -23.8% | +39.2% | -63.0% | -35.8% |
| 6M | +35.9% | +18.2% | +17.7% | +23.2% |
| YTD | +25.4% | +12.1% | +13.3% | +15.2% |
| 1Y | +139.8% | -0.7% | +140.4% | +131.5% |
| 3Y | +515.0% | -1.7% | +516.6% | +477.9% |
| 5Y | +52.1% | +29.3% | +22.8% | +32.9% |
| All | +87.0% | +57.3% | +29.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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