+637.3%
CIEN vs GGLL
+328.7%
+308.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | -15.2% | -4.8% | -10.4% | -14.3% |
| 30D | -21.5% | -13.7% | -7.8% | -19.1% |
| 3M | -40.1% | -21.9% | -18.2% | -37.7% |
| 6M | -6.6% | +11.7% | -18.2% | -13.5% |
| YTD | +37.3% | +2.3% | +35.0% | +29.6% |
| 1Y | +174.5% | +76.2% | +98.4% | +123.8% |
| 3Y | +562.3% | +245.0% | +317.3% | +342.4% |
| All | +637.3% | +328.7% | +308.6% | +368.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling