+515.0%
CIFR vs GTLB
-8.4%
+523.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.7% | +6.2% |
| 7D | +26.7% | +4.6% | +22.1% | +24.4% |
| 30D | +7.7% | +21.0% | -13.2% | -0.3% |
| 3M | -23.8% | +51.7% | -75.5% | -36.5% |
| 6M | +35.9% | +89.3% | -53.4% | -1.6% |
| YTD | +25.4% | +25.6% | -0.2% | +10.2% |
| 1Y | +139.8% | -1.5% | +141.3% | +135.0% |
| 3Y | +515.0% | -9.9% | +524.9% | +624.3% |
| All | +515.0% | -8.4% | +523.4% | +624.3% |
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