+214.2%
GDX vs CIEN
+1,060.9%
-846.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.4% | -15.2% | +14.8% | +2.0% |
| 30D | +18.6% | -21.5% | +40.1% | +22.7% |
| 3M | +14.9% | -40.1% | +55.0% | +23.3% |
| 6M | -6.3% | -6.6% | +0.3% | -7.0% |
| YTD | +15.7% | +37.3% | -21.5% | +7.8% |
| 1Y | +54.8% | +174.5% | -119.7% | +29.7% |
| 3Y | +253.4% | +562.3% | -308.8% | +149.5% |
| 5Y | +219.7% | +463.9% | -244.3% | +125.9% |
| 10Y | +300.2% | +1,302.4% | -1,002.2% | +133.7% |
| All | +214.2% | +1,060.9% | -846.8% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling