+518.6%
CIEN vs GGLL
+195.8%
+322.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.2% | +10.1% |
| 7D | -5.3% | +6.3% | -11.6% | -6.6% |
| 30D | -40.1% | -35.1% | -5.0% | -34.3% |
| 3M | -34.7% | -37.7% | +3.0% | -28.1% |
| 6M | -50.9% | -54.1% | +3.2% | -42.8% |
| YTD | +15.2% | -29.4% | +44.6% | +17.4% |
| 1Y | +35.2% | -13.4% | +48.6% | +30.0% |
| 3Y | +522.6% | +158.3% | +364.3% | +343.2% |
| All | +518.6% | +195.8% | +322.8% | +324.8% |
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