+367.5%
CIEN vs GME
+1,082.6%
-715.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -15.2% | +7.2% | -22.4% | -15.8% |
| 30D | -21.5% | +0.8% | -22.3% | -21.6% |
| 3M | -40.1% | -14.0% | -26.1% | -39.4% |
| 6M | -6.6% | -19.7% | +13.2% | -5.0% |
| YTD | +37.3% | -4.6% | +41.8% | +37.2% |
| 1Y | +174.5% | -14.3% | +188.9% | +177.0% |
| 3Y | +562.3% | +4.0% | +558.2% | +484.1% |
| 5Y | +463.9% | -62.2% | +526.1% | +416.9% |
| 10Y | +1,302.4% | +241.4% | +1,061.0% | +348.7% |
| All | +367.5% | +1,082.6% | -715.2% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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