+118.6%
GLD vs CIEN
+301.0%
-182.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.2% | -1.0% |
| 7D | +4.7% | -24.1% | +28.8% | +5.8% |
| 30D | -0.9% | -45.5% | +44.6% | +1.6% |
| 3M | -4.4% | -39.7% | +35.3% | -2.6% |
| 6M | -13.6% | -57.8% | +44.2% | -10.9% |
| YTD | -6.0% | +4.1% | -10.1% | -6.1% |
| 1Y | +1.8% | +20.8% | -19.1% | +1.3% |
| 3Y | +103.2% | +463.1% | -360.0% | +96.0% |
| All | +118.6% | +301.0% | -182.4% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling