+215.0%
GLD vs CIEN
+1,531.8%
-1,316.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.5% |
| 7D | -2.0% | +8.9% | -10.9% | -2.3% |
| 30D | -1.5% | -19.1% | +17.6% | -0.9% |
| 3M | +3.2% | -21.5% | +24.7% | +3.8% |
| 6M | -16.3% | +2.8% | -19.1% | -16.5% |
| YTD | +0.6% | +49.5% | -48.8% | -0.6% |
| 1Y | +19.1% | +163.8% | -144.7% | +16.4% |
| 3Y | +123.5% | +615.8% | -492.3% | +113.5% |
| 5Y | +138.5% | +548.4% | -409.8% | +126.9% |
| All | +215.0% | +1,531.8% | -1,316.8% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling