+138.2%
CIFR vs GPC
+0.2%
+138.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.1% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | -31.0% | -6.3% | -24.7% | -30.0% |
| 3M | -58.7% | -8.2% | -50.6% | -58.0% |
| 6M | -67.7% | +27.1% | -94.8% | -72.7% |
| YTD | -53.5% | +3.1% | -56.7% | -57.0% |
| 1Y | -54.1% | +0.1% | -54.1% | -56.9% |
| 3Y | +138.2% | +0.2% | +138.0% | +117.4% |
| All | +138.2% | +0.2% | +138.0% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling