+186.8%
GS vs CIEN
+426.2%
-239.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -3.3% |
| 7D | -6.3% | -34.0% | +27.6% | +1.3% |
| 30D | -3.1% | -48.0% | +44.8% | +9.4% |
| 3M | -17.7% | -43.5% | +25.9% | -9.4% |
| 6M | -4.6% | -57.6% | +53.1% | +9.7% |
| YTD | +0.3% | -1.3% | +1.6% | -8.6% |
| 1Y | +11.7% | +17.9% | -6.2% | -3.5% |
| All | +186.8% | +426.2% | -239.4% | +51.0% |
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