+1,296.9%
CIEN vs GD
+190.3%
+1,106.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.0% |
| 7D | -15.2% | -5.3% | -9.9% | -13.0% |
| 30D | -21.5% | -6.4% | -15.1% | -19.1% |
| 3M | -40.1% | +5.7% | -45.8% | -42.2% |
| 6M | -6.6% | -0.9% | -5.6% | -7.2% |
| YTD | +37.3% | +8.2% | +29.1% | +29.4% |
| 1Y | +174.5% | +13.4% | +161.1% | +152.9% |
| 3Y | +562.3% | +68.5% | +493.8% | +385.1% |
| 5Y | +463.9% | +97.2% | +366.8% | +275.8% |
| All | +1,296.9% | +190.3% | +1,106.5% | +570.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling