+48.9%
CIEN vs GGLL
-11.6%
+60.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.5% | -15.8% | -10.3% |
| 7D | -25.0% | -23.1% | -1.9% | -22.1% |
| 30D | -30.1% | -32.9% | +2.8% | -25.6% |
| 3M | -33.8% | -44.9% | +11.1% | -27.4% |
| 6M | -49.4% | -49.5% | +0.1% | -43.4% |
| YTD | +16.4% | -28.9% | +45.3% | +9.0% |
| 1Y | +48.9% | -12.2% | +61.1% | +20.5% |
| All | +48.9% | -11.6% | +60.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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