+553.8%
CIEN vs GTLB
-50.1%
+604.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.1% | +4.6% |
| 7D | +8.9% | -5.7% | +14.6% | +9.7% |
| 30D | -19.1% | +15.1% | -34.2% | -21.0% |
| 3M | -21.5% | +65.5% | -86.9% | -27.8% |
| 6M | +2.8% | +102.9% | -100.1% | -9.9% |
| YTD | +49.5% | +25.2% | +24.3% | +41.2% |
| 1Y | +163.8% | -5.5% | +169.3% | +161.5% |
| 3Y | +615.8% | -10.9% | +626.7% | +597.5% |
| All | +553.8% | -50.1% | +604.0% | +487.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling