-31.2%
CIFR vs GPC
+47.4%
-78.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.4% |
| 7D | -0.7% | +0.8% | -1.6% | -1.1% |
| 30D | -49.6% | -1.1% | -48.6% | -49.7% |
| 3M | -60.4% | -6.6% | -53.7% | -59.8% |
| 6M | -66.9% | +22.2% | -89.1% | -70.8% |
| YTD | -53.9% | +5.1% | -58.9% | -57.0% |
| 1Y | -67.1% | +2.8% | -69.9% | -69.1% |
| 3Y | +118.3% | +2.4% | +115.9% | +101.0% |
| 5Y | -26.9% | +7.8% | -34.6% | -35.1% |
| All | -31.2% | +47.4% | -78.6% | -40.1% |
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