+485.5%
CIFR vs GPC
+0.9%
+484.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.8% |
| 7D | +16.9% | +1.2% | +15.7% | +16.5% |
| 30D | -5.2% | +6.0% | -11.2% | -7.1% |
| 3M | -30.6% | +42.6% | -73.2% | -43.4% |
| 6M | +10.6% | +22.8% | -12.2% | -2.4% |
| YTD | +20.2% | +15.5% | +4.7% | +7.8% |
| 1Y | +139.7% | +2.0% | +137.7% | +129.6% |
| All | +485.5% | +0.9% | +484.6% | +443.2% |
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 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