+24.8%
GDX vs CIEN
+49.1%
-24.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -9.3% | +18.3% | +10.9% |
| 7D | +0.8% | -25.0% | +25.8% | +6.9% |
| 30D | -3.2% | -30.1% | +26.9% | +3.6% |
| 3M | +8.6% | -33.8% | +42.3% | +16.8% |
| 6M | -1.2% | -49.4% | +48.2% | +12.4% |
| YTD | -1.4% | +16.4% | -17.8% | -13.3% |
| 1Y | +24.8% | +48.9% | -24.1% | -2.8% |
| All | +24.8% | +49.1% | -24.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling