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Event attribute persistent_id that is added to all events in ClientConscious contains a user id that is set for 5 years and only gets removed if the user completely empties cookies manually. It is getting stored in a server-side cookie so it is not subject to browser restrictions and regulations. To reassure you: of course it is completely GDPR compliant.
No special setup on top of the default installation is needed to have this feature, you do not need to add DNS records or set up special subdomains.
Why is it useful?
As marketers we are always looking to spot long-term usage trends and persistent_id gives perfect means to do so. Since most users rarely ever empty their cookie storage completely, we can draw figures on top of user data that lasts for 5 years.