+434.0%
CIEN vs GD
+55.3%
+378.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.7% |
| 7D | -34.0% | -3.9% | -30.0% | -33.3% |
| 30D | -48.0% | +8.1% | -56.0% | -48.8% |
| 3M | -43.5% | -6.8% | -36.8% | -42.4% |
| 6M | -57.6% | +3.0% | -60.6% | -58.1% |
| YTD | -1.3% | +7.8% | -9.1% | -4.8% |
| 1Y | +17.9% | +5.8% | +12.1% | +14.8% |
| All | +434.0% | +55.3% | +378.7% | +337.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling