+185.8%
GS vs CIEN
+454.9%
-269.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.8% | -1.5% |
| 7D | -3.2% | -24.1% | +20.9% | +1.8% |
| 30D | -2.4% | -45.5% | +43.1% | +9.2% |
| 3M | -15.7% | -39.7% | +24.0% | -8.6% |
| 6M | -6.8% | -57.8% | +51.0% | +7.4% |
| YTD | -0.1% | +4.1% | -4.1% | -10.0% |
| 1Y | +12.1% | +20.8% | -8.7% | -3.5% |
| 3Y | +185.8% | +463.1% | -277.4% | +48.8% |
| All | +185.8% | +454.9% | -269.1% | +48.8% |
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