+159.0%
GDX vs CIEN
+963.3%
-804.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -4.6% | +27.4% | -31.9% | -8.2% |
| 30D | -6.2% | -26.6% | +20.4% | -2.4% |
| 3M | -10.0% | -32.0% | +21.9% | -6.0% |
| 6M | -15.8% | -49.1% | +33.3% | -8.8% |
| YTD | -4.6% | +25.7% | -30.3% | -11.1% |
| 1Y | +4.0% | +40.3% | -36.3% | -4.9% |
| 3Y | +211.1% | +566.2% | -355.1% | +116.7% |
| 5Y | +152.3% | +378.7% | -226.5% | +80.7% |
| 10Y | +331.4% | +1,252.3% | -920.9% | +150.3% |
| All | +159.0% | +963.3% | -804.2% | +11.5% |
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