+1,029.3%
CIEN vs GH
+486.6%
+542.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -12.8% | -2.6% | -10.2% | -12.4% |
| 3M | -23.1% | +25.1% | -48.2% | -25.9% |
| 6M | +6.1% | +78.5% | -72.4% | -4.1% |
| YTD | +44.5% | +59.4% | -14.8% | +32.7% |
| 1Y | +176.6% | +173.9% | +2.8% | +131.6% |
| 3Y | +601.0% | +382.7% | +218.2% | +412.4% |
| 5Y | +509.1% | +24.4% | +484.7% | +408.3% |
| All | +1,029.3% | +486.6% | +542.7% | +629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling