+138.2%
CIFR vs GTLB
+5.1%
+133.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.4% |
| 7D | +4.8% | -0.7% | +5.6% | +5.1% |
| 30D | -31.0% | -10.2% | -20.8% | -27.9% |
| 3M | -58.7% | +10.1% | -68.8% | -60.2% |
| 6M | -67.7% | +116.5% | -184.2% | -77.3% |
| YTD | -53.5% | +27.2% | -80.7% | -59.1% |
| 1Y | -54.1% | +8.6% | -62.6% | -56.6% |
| 3Y | +138.2% | +5.6% | +132.6% | +164.1% |
| All | +138.2% | +5.1% | +133.1% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling