+48.9%
CIEN vs GLDM
+2.8%
+46.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.7% | -13.0% | -11.5% |
| 7D | -25.0% | -0.3% | -24.8% | -24.9% |
| 30D | -30.1% | -1.9% | -28.3% | -29.0% |
| 3M | -33.8% | -0.4% | -33.4% | -33.5% |
| 6M | -49.4% | -10.1% | -39.4% | -46.0% |
| YTD | +16.4% | -5.8% | +22.3% | +17.7% |
| 1Y | +48.9% | +3.1% | +45.8% | +21.4% |
| All | +48.9% | +2.8% | +46.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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