+1,206.6%
CIEN vs GD
+165.4%
+1,041.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | +27.4% | +1.9% | +25.5% | +26.3% |
| 30D | -26.6% | +9.2% | -35.8% | -29.5% |
| 3M | -32.0% | -7.5% | -24.5% | -29.6% |
| 6M | -49.1% | +5.8% | -54.8% | -51.0% |
| YTD | +25.7% | +9.8% | +15.9% | +17.6% |
| 1Y | +40.3% | +5.8% | +34.5% | +34.0% |
| 3Y | +566.2% | +58.0% | +508.2% | +409.5% |
| 5Y | +378.7% | +100.4% | +278.3% | +218.3% |
| All | +1,206.6% | +165.4% | +1,041.2% | +768.0% |
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