+515.0%
CIFR vs GRMN
+182.7%
+332.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +26.7% | +0.2% | +26.5% | +26.6% |
| 30D | +7.7% | -11.3% | +19.1% | +14.4% |
| 3M | -23.8% | +17.7% | -41.5% | -32.4% |
| 6M | +35.9% | +14.2% | +21.7% | +24.1% |
| YTD | +25.4% | +37.0% | -11.6% | +2.1% |
| 1Y | +139.8% | +17.0% | +122.8% | +114.0% |
| 3Y | +515.0% | +183.2% | +331.8% | +312.0% |
| All | +515.0% | +182.7% | +332.3% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling