-30.7%
CIFR vs GS
+409.4%
-440.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | +4.8% | +5.9% | -1.0% | -1.9% |
| 30D | -31.0% | +4.3% | -35.3% | -34.3% |
| 3M | -58.7% | -11.7% | -47.1% | -52.3% |
| 6M | -67.7% | -3.2% | -64.5% | -66.2% |
| YTD | -53.5% | +5.8% | -59.3% | -55.5% |
| 1Y | -54.1% | +16.0% | -70.1% | -60.1% |
| 3Y | +138.2% | +199.8% | -61.6% | +1.0% |
| 5Y | -18.5% | +155.5% | -174.0% | -64.9% |
| All | -30.7% | +409.4% | -440.1% | -70.2% |
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