+70.7%
CIFR vs GSK
+74.2%
-3.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.2% | -8.9% | -8.7% |
| 7D | +11.3% | -3.6% | +14.9% | +10.5% |
| 30D | +3.5% | -5.9% | +9.4% | +2.4% |
| 3M | -26.6% | -4.3% | -22.4% | -26.9% |
| 6M | +18.1% | -10.8% | +28.9% | +16.6% |
| YTD | +14.5% | +1.8% | +12.7% | +15.9% |
| 1Y | +83.3% | +23.5% | +59.8% | +89.1% |
| 3Y | +461.5% | +49.5% | +411.9% | +481.8% |
| 5Y | +29.3% | +49.7% | -20.4% | +31.3% |
| All | +70.7% | +74.2% | -3.5% | +72.0% |
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