+889.1%
CIEN vs GH
+457.8%
+431.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +8.9% |
| 7D | +8.7% | -8.2% | +16.9% | +10.5% |
| 30D | -26.9% | -4.9% | -22.0% | -25.9% |
| 3M | -23.6% | -6.2% | -17.4% | -22.8% |
| 6M | -49.1% | +60.0% | -109.1% | -53.0% |
| YTD | +26.6% | +51.5% | -25.0% | +17.2% |
| 1Y | +42.7% | +58.4% | -15.7% | +31.3% |
| 3Y | +570.8% | +617.2% | -46.4% | +362.2% |
| 5Y | +386.4% | +47.0% | +339.4% | +298.1% |
| All | +889.1% | +457.8% | +431.3% | +544.0% |
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