+157.6%
CIEN vs GH
+172.3%
-14.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | +5.4% | -1.2% | +6.6% | +5.6% |
| 30D | -13.7% | -3.7% | -10.0% | -13.0% |
| 3M | -23.0% | +21.7% | -44.7% | -25.3% |
| 6M | -0.8% | +75.7% | -76.6% | -9.9% |
| YTD | +43.1% | +55.7% | -12.6% | +32.0% |
| 1Y | +157.6% | +181.1% | -23.5% | +131.3% |
| All | +157.6% | +172.3% | -14.7% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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