+70.7%
CIFR vs GRMN
+212.6%
-141.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -7.8% |
| 7D | +11.3% | -1.4% | +12.7% | +12.5% |
| 30D | +3.5% | -13.1% | +16.6% | +14.2% |
| 3M | -26.6% | +14.9% | -41.6% | -36.6% |
| 6M | +18.1% | +13.1% | +5.0% | +4.3% |
| YTD | +14.5% | +35.3% | -20.8% | -13.1% |
| 1Y | +83.3% | +16.0% | +67.3% | +56.2% |
| 3Y | +461.5% | +179.6% | +281.9% | +110.1% |
| 5Y | +29.3% | +75.0% | -45.7% | -39.2% |
| All | +70.7% | +212.6% | -141.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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