+177.6%
CIFR vs GTLB
-50.1%
+227.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -5.0% | -5.7% | +0.7% | -3.1% |
| 30D | -5.7% | +15.1% | -20.9% | -11.4% |
| 3M | -25.5% | +65.5% | -91.0% | -40.5% |
| 6M | +19.4% | +102.9% | -83.5% | -16.0% |
| YTD | +14.2% | +25.2% | -11.0% | -2.9% |
| 1Y | +69.0% | -5.5% | +74.5% | +59.2% |
| 3Y | +503.9% | -10.9% | +514.8% | +470.7% |
| All | +177.6% | -50.1% | +227.7% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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