+79.2%
CIFR vs GSK
+78.7%
+0.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.1% | +1.7% |
| 7D | +16.9% | -1.8% | +18.8% | +16.5% |
| 30D | -5.2% | -2.2% | -3.0% | -5.4% |
| 3M | -30.6% | -1.8% | -28.8% | -30.4% |
| 6M | +10.6% | -10.6% | +21.2% | +9.2% |
| YTD | +20.2% | +4.4% | +15.8% | +22.3% |
| 1Y | +139.7% | +30.4% | +109.3% | +149.1% |
| 3Y | +489.4% | +60.1% | +429.3% | +512.0% |
| 5Y | +54.4% | +46.8% | +7.6% | +57.3% |
| All | +79.2% | +78.7% | +0.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling