-27.8%
CIFR vs GSK
+81.4%
-109.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +28.8% | +0.5% | +28.4% | +29.0% |
| 30D | -36.9% | +9.4% | -46.4% | -35.1% |
| 3M | -60.0% | +1.6% | -61.6% | -59.4% |
| 6M | -64.4% | +1.3% | -65.7% | -63.8% |
| YTD | -51.6% | +6.0% | -57.6% | -50.1% |
| 1Y | -58.9% | +9.1% | -67.9% | -57.4% |
| 3Y | +139.9% | +65.4% | +74.5% | +151.8% |
| 5Y | -15.1% | +43.0% | -58.1% | -12.9% |
| All | -27.8% | +81.4% | -109.2% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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