-30.7%
CIFR vs GSK
+82.3%
-113.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.9% |
| 7D | +4.8% | +1.1% | +3.7% | +5.1% |
| 30D | -31.0% | +6.3% | -37.3% | -29.5% |
| 3M | -58.7% | +1.8% | -60.5% | -58.1% |
| 6M | -67.7% | +1.7% | -69.4% | -67.1% |
| YTD | -53.5% | +6.5% | -60.1% | -52.0% |
| 1Y | -54.1% | +9.5% | -63.5% | -52.4% |
| 3Y | +138.2% | +65.3% | +72.9% | +150.5% |
| 5Y | -18.5% | +43.7% | -62.3% | -16.3% |
| All | -30.7% | +82.3% | -113.0% | -28.8% |
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