+524.9%
CIEN vs GGLL
+194.0%
+330.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -9.3% | +5.1% | -14.4% | -10.3% |
| 30D | -39.5% | -35.5% | -4.0% | -33.5% |
| 3M | -29.8% | -39.2% | +9.3% | -22.2% |
| 6M | -50.4% | -54.4% | +4.0% | -42.2% |
| YTD | +16.3% | -29.8% | +46.2% | +18.7% |
| 1Y | +30.4% | -20.4% | +50.8% | +28.2% |
| 3Y | +516.6% | +149.7% | +366.9% | +342.0% |
| All | +524.9% | +194.0% | +330.9% | +329.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling