+438.8%
GS vs CIEN
+1,159.7%
-720.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.5% |
| 7D | +5.9% | +15.3% | -9.4% | +2.0% |
| 30D | +4.3% | -22.0% | +26.3% | +9.6% |
| 3M | -11.7% | -36.6% | +25.0% | -3.6% |
| 6M | -3.2% | -51.5% | +48.3% | +11.0% |
| YTD | +5.8% | +20.0% | -14.2% | -8.2% |
| 1Y | +16.0% | +44.5% | -28.4% | -5.1% |
| 3Y | +199.8% | +539.0% | -339.3% | +50.2% |
| 5Y | +155.5% | +356.8% | -201.3% | +36.4% |
| All | +438.8% | +1,159.7% | -720.9% | +114.3% |
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