+178.4%
CIFR vs GTLB
-50.8%
+229.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -8.1% |
| 7D | +11.3% | -6.6% | +17.9% | +14.0% |
| 30D | +3.5% | +13.7% | -10.3% | -2.3% |
| 3M | -26.6% | +52.9% | -79.5% | -39.5% |
| 6M | +18.1% | +88.5% | -70.4% | -14.3% |
| YTD | +14.5% | +23.4% | -8.9% | -2.0% |
| 1Y | +83.3% | -3.8% | +87.1% | +71.4% |
| 3Y | +461.5% | -11.5% | +473.0% | +432.1% |
| All | +178.4% | -50.8% | +229.3% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling