+434.0%
CIEN vs GLDM
+105.8%
+328.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.1% | -15.6% |
| 7D | -34.0% | +1.9% | -35.8% | -34.6% |
| 30D | -48.0% | -1.7% | -46.3% | -47.5% |
| 3M | -43.5% | -3.5% | -40.0% | -42.6% |
| 6M | -57.6% | -10.1% | -47.6% | -55.9% |
| YTD | -1.3% | -5.0% | +3.7% | +2.1% |
| 1Y | +17.9% | +2.8% | +15.1% | +20.1% |
| All | +434.0% | +105.8% | +328.2% | +328.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling