+52.1%
CIFR vs GSK
+46.9%
+5.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +3.7% |
| 7D | +26.7% | -4.2% | +30.9% | +25.4% |
| 30D | +7.7% | -7.5% | +15.3% | +6.1% |
| 3M | -23.8% | -3.3% | -20.5% | -24.0% |
| 6M | +35.9% | -9.3% | +45.2% | +34.4% |
| YTD | +25.4% | +1.6% | +23.8% | +27.0% |
| 1Y | +139.8% | +25.5% | +114.3% | +148.1% |
| 3Y | +515.0% | +49.3% | +465.7% | +537.0% |
| 5Y | +52.1% | +46.7% | +5.4% | +54.0% |
| All | +52.1% | +46.9% | +5.2% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling