-7.2%
GLD vs CIEN
+35.5%
-42.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +0.5% |
| 7D | -4.6% | +15.3% | -19.8% | -5.6% |
| 30D | -5.5% | -22.0% | +16.5% | -3.9% |
| 3M | -10.9% | -36.6% | +25.7% | -8.1% |
| 6M | -17.4% | -51.5% | +34.0% | -13.4% |
| YTD | -10.3% | +20.0% | -30.3% | -12.7% |
| 1Y | -7.2% | +44.5% | -51.6% | -10.4% |
| All | -7.2% | +35.5% | -42.7% | -10.4% |
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