+19.4%
GLD vs CIEN
+188.1%
-168.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.1% | -2.3% |
| 7D | +0.7% | -5.3% | +6.0% | +1.2% |
| 30D | +0.3% | -17.2% | +17.6% | +1.8% |
| 3M | +0.6% | -26.9% | +27.5% | +2.9% |
| 6M | -15.6% | +16.0% | -31.6% | -18.4% |
| YTD | +0.9% | +45.9% | -45.1% | -4.4% |
| 1Y | +19.4% | +186.8% | -167.4% | +5.1% |
| All | +19.4% | +188.1% | -168.7% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling