+457.2%
GS vs CIEN
+1,190.2%
-733.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.6% | -9.3% | +10.9% | +3.6% |
| 30D | +1.7% | -39.5% | +41.2% | +13.7% |
| 3M | -11.6% | -29.8% | +18.2% | -6.1% |
| 6M | -1.9% | -50.4% | +48.5% | +11.8% |
| YTD | +5.1% | +16.3% | -11.3% | -8.1% |
| 1Y | +16.4% | +30.4% | -13.9% | -2.0% |
| 3Y | +199.0% | +516.6% | -317.6% | +51.1% |
| 5Y | +157.4% | +349.8% | -192.3% | +37.9% |
| 10Y | +457.2% | +1,184.7% | -727.5% | +121.3% |
| All | +457.2% | +1,190.2% | -733.0% | +121.3% |
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