+29.0%
CIEN vs GD
+6.6%
+22.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +10.7% |
| 7D | -5.3% | -3.0% | -2.2% | -5.8% |
| 30D | -40.1% | +9.3% | -49.4% | -39.3% |
| 3M | -34.7% | -7.2% | -27.5% | -34.2% |
| 6M | -50.9% | +5.5% | -56.3% | -50.1% |
| YTD | +15.2% | +9.5% | +5.7% | +12.4% |
| All | +29.0% | +6.6% | +22.5% | +29.4% |
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