-28.2%
CIFR vs GRMN
+238.9%
-267.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.8% | +7.1% | +7.7% |
| 7D | +9.4% | +1.7% | +7.7% | +8.5% |
| 30D | -45.3% | +10.2% | -55.5% | -49.9% |
| 3M | -58.7% | -4.7% | -54.0% | -58.0% |
| 6M | -64.9% | +22.3% | -87.2% | -71.4% |
| YTD | -51.8% | +46.7% | -98.5% | -66.1% |
| 1Y | -61.9% | +49.6% | -111.6% | -73.6% |
| 3Y | +138.6% | +165.3% | -26.7% | -4.5% |
| 5Y | -13.0% | +130.3% | -143.3% | -64.5% |
| All | -28.2% | +238.9% | -267.1% | -71.3% |
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