-6.6%
CIEN vs GD
-0.9%
-5.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.7% |
| 7D | -15.2% | -5.3% | -9.9% | -16.1% |
| 30D | -21.5% | -6.4% | -15.1% | -22.6% |
| 3M | -40.1% | +5.7% | -45.8% | -39.3% |
| 6M | -6.6% | -0.9% | -5.6% | +7.4% |
| All | -6.6% | -0.9% | -5.6% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling