+169.7%
GDX vs CIEN
+970.7%
-801.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -2.8% |
| 7D | +0.7% | +8.7% | -8.0% | -1.0% |
| 30D | -3.8% | -26.9% | +23.2% | +0.2% |
| 3M | -5.4% | -23.6% | +18.2% | -3.1% |
| 6M | -12.7% | -49.1% | +36.4% | -5.4% |
| YTD | -0.7% | +26.6% | -27.2% | -7.5% |
| 1Y | +11.9% | +42.7% | -30.8% | +2.0% |
| 3Y | +223.9% | +570.8% | -346.9% | +125.4% |
| 5Y | +163.2% | +386.4% | -223.2% | +88.1% |
| 10Y | +349.2% | +1,261.7% | -912.6% | +160.3% |
| All | +169.7% | +970.7% | -801.0% | +16.0% |
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