+500.4%
CIEN vs GTLB
-47.1%
+547.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | -15.2% | +11.1% | -26.2% | -16.5% |
| 30D | -21.5% | +37.8% | -59.3% | -25.4% |
| 3M | -40.1% | +61.6% | -101.6% | -44.6% |
| 6M | -6.6% | +98.9% | -105.5% | -17.8% |
| YTD | +37.3% | +32.8% | +4.5% | +28.7% |
| 1Y | +174.5% | +14.7% | +159.9% | +163.5% |
| 3Y | +562.3% | +1.3% | +560.9% | +534.2% |
| All | +500.4% | -47.1% | +547.6% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling