+128.5%
GLD vs CIEN
+562.0%
-433.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -0.5% | -15.2% | +14.7% | +0.3% |
| 30D | +4.4% | -21.5% | +25.9% | +5.6% |
| 3M | -1.1% | -40.1% | +39.0% | +1.1% |
| 6M | -13.8% | -6.6% | -7.2% | -13.8% |
| YTD | +2.6% | +37.3% | -34.6% | +1.5% |
| 1Y | +24.5% | +174.5% | -150.0% | +21.7% |
| All | +128.5% | +562.0% | -433.5% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling