+304.6%
CIEN vs GD
+94.5%
+210.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | -24.1% | -5.0% | -19.1% | -22.6% |
| 30D | -45.5% | +8.9% | -54.4% | -47.1% |
| 3M | -39.7% | -8.0% | -31.7% | -37.9% |
| 6M | -57.8% | +2.9% | -60.7% | -58.6% |
| YTD | +4.1% | +7.1% | -3.0% | -0.6% |
| 1Y | +20.8% | +5.9% | +14.9% | +16.1% |
| 3Y | +463.1% | +53.9% | +409.3% | +345.6% |
| All | +304.6% | +94.5% | +210.0% | +185.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling