-33.9%
CIFR vs GPC
+44.1%
-78.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +18.3% |
| 7D | -10.2% | +1.6% | -11.8% | -10.8% |
| 30D | -55.0% | -2.1% | -53.0% | -55.0% |
| 3M | -64.1% | -6.8% | -57.3% | -63.6% |
| 6M | -70.1% | +18.6% | -88.7% | -73.4% |
| YTD | -55.7% | +2.7% | -58.3% | -58.4% |
| 1Y | -69.9% | +1.8% | -71.6% | -71.7% |
| 3Y | +68.7% | +1.1% | +67.6% | +55.8% |
| 5Y | -26.2% | +4.1% | -30.3% | -34.1% |
| All | -33.9% | +44.1% | -78.0% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling