-31.2%
CIFR vs GS
+403.7%
-434.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.6% | -1.3% |
| 7D | -0.7% | +0.8% | -1.6% | -2.3% |
| 30D | -49.6% | +1.2% | -50.8% | -50.2% |
| 3M | -60.4% | -12.4% | -48.0% | -53.8% |
| 6M | -66.9% | -2.3% | -64.5% | -65.6% |
| YTD | -53.9% | +4.6% | -58.5% | -55.3% |
| 1Y | -67.1% | +17.5% | -84.6% | -71.9% |
| 3Y | +118.3% | +202.0% | -83.8% | -7.4% |
| 5Y | -26.9% | +152.4% | -179.2% | -68.1% |
| All | -31.2% | +403.7% | -434.9% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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