+477.0%
CIEN vs GLDM
+143.3%
+333.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -15.2% | -0.5% | -14.6% | -15.1% |
| 30D | -21.5% | +4.4% | -25.9% | -22.5% |
| 3M | -40.1% | -1.1% | -39.0% | -40.0% |
| 6M | -6.6% | -13.7% | +7.1% | -3.6% |
| YTD | +37.3% | +2.8% | +34.5% | +37.5% |
| 1Y | +174.5% | +24.8% | +149.7% | +169.2% |
| 3Y | +562.3% | +127.8% | +434.5% | +490.0% |
| All | +477.0% | +143.3% | +333.7% | +385.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling