+119.1%
CIFR vs GSK
+67.2%
+51.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.4% |
| 7D | -19.6% | +5.2% | -24.8% | -16.9% |
| 30D | -51.7% | +10.2% | -61.9% | -48.7% |
| 3M | -60.0% | -0.9% | -59.1% | -59.3% |
| 6M | -68.2% | +3.5% | -71.7% | -66.8% |
| YTD | -55.8% | +7.2% | -63.0% | -52.3% |
| 1Y | -66.8% | +12.0% | -78.8% | -63.4% |
| 3Y | +119.1% | +67.3% | +51.8% | +164.3% |
| All | +119.1% | +67.2% | +51.9% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling