+155.4%
GS vs CIEN
+348.0%
-192.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.6% | -9.3% | +10.9% | +3.3% |
| 30D | +1.7% | -39.5% | +41.2% | +12.1% |
| 3M | -11.6% | -29.8% | +18.2% | -6.8% |
| 6M | -1.9% | -50.4% | +48.5% | +10.0% |
| YTD | +5.1% | +16.3% | -11.3% | -7.4% |
| 1Y | +16.4% | +30.4% | -13.9% | -1.0% |
| 3Y | +199.0% | +516.6% | -317.6% | +58.0% |
| All | +155.4% | +348.0% | -192.6% | +44.1% |
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