+78.2%
CIEN vs GD
+3,657.5%
-3,579.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -13.9% |
| 7D | -34.0% | -3.9% | -30.0% | -32.3% |
| 30D | -48.0% | +8.1% | -56.0% | -50.3% |
| 3M | -43.5% | -6.8% | -36.8% | -41.6% |
| 6M | -57.6% | +3.0% | -60.6% | -59.0% |
| YTD | -1.3% | +7.8% | -9.1% | -7.9% |
| 1Y | +17.9% | +5.8% | +12.1% | +11.3% |
| 3Y | +425.8% | +55.3% | +370.5% | +291.3% |
| 5Y | +281.5% | +96.7% | +184.8% | +143.5% |
| 10Y | +1,099.0% | +195.4% | +903.6% | +472.1% |
| All | +78.2% | +3,657.5% | -3,579.3% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling