+26.9%
CIFR vs GPN
-44.7%
+71.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | -4.6% | -0.4% | -2.1% |
| 30D | -5.7% | -0.3% | -5.4% | -6.6% |
| 3M | -25.5% | +35.4% | -61.0% | -43.4% |
| 6M | +19.4% | +21.7% | -2.2% | -3.1% |
| YTD | +14.2% | +14.9% | -0.7% | -7.2% |
| 1Y | +69.0% | +3.2% | +65.8% | +51.7% |
| 3Y | +503.9% | -27.1% | +531.1% | +639.7% |
| All | +26.9% | -44.7% | +71.5% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling