+40.3%
CIEN vs GLDM
-6.3%
+46.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.9% |
| 7D | +27.4% | -5.5% | +32.9% | +31.4% |
| 30D | -26.6% | -7.0% | -19.6% | -23.3% |
| 3M | -32.0% | -12.3% | -19.7% | -26.7% |
| 6M | -49.1% | -17.9% | -31.1% | -43.1% |
| YTD | +25.7% | -10.3% | +36.0% | +33.7% |
| 1Y | +40.3% | -7.8% | +48.1% | +34.7% |
| All | +40.3% | -6.3% | +46.7% | +34.7% |
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