+1,096.6%
CIEN vs GD
+190.6%
+906.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | -24.1% | -5.0% | -19.1% | -22.1% |
| 30D | -45.5% | +8.9% | -54.4% | -47.7% |
| 3M | -39.7% | -8.0% | -31.7% | -37.5% |
| 6M | -57.8% | +2.9% | -60.7% | -58.9% |
| YTD | +4.1% | +7.1% | -3.0% | -1.6% |
| 1Y | +20.8% | +5.9% | +14.9% | +15.0% |
| 3Y | +463.1% | +53.9% | +409.3% | +335.8% |
| 5Y | +302.3% | +95.4% | +206.9% | +170.5% |
| All | +1,096.6% | +190.6% | +906.0% | +560.3% |
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