+228.8%
GDX vs CIEN
+527.8%
-299.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.5% | -5.6% |
| 7D | +11.5% | -9.3% | +20.8% | +12.6% |
| 30D | -3.1% | -39.5% | +36.4% | +4.2% |
| 3M | -4.4% | -29.8% | +25.4% | -0.4% |
| 6M | -8.6% | -50.4% | +41.8% | 0.0% |
| YTD | +0.8% | +16.3% | -15.5% | -3.3% |
| 1Y | +14.7% | +30.4% | -15.7% | +8.1% |
| 3Y | +228.8% | +516.6% | -287.8% | +130.2% |
| All | +228.8% | +527.8% | -299.1% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling