+48.9%
CIEN vs GD
+9.0%
+39.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -9.6% |
| 7D | -25.0% | +3.0% | -28.0% | -24.5% |
| 30D | -30.1% | +10.5% | -40.7% | -29.0% |
| 3M | -33.8% | -5.0% | -28.8% | -33.2% |
| 6M | -49.4% | +5.5% | -54.9% | -48.5% |
| YTD | +16.4% | +10.3% | +6.1% | +14.9% |
| 1Y | +48.9% | +8.2% | +40.7% | +49.4% |
| All | +48.9% | +9.0% | +39.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling