+40.3%
CIEN vs GAP
-9.8%
+50.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | +27.4% | -5.2% | +32.5% | +27.4% |
| 30D | -26.6% | -6.9% | -19.7% | -26.2% |
| 3M | -32.0% | +5.7% | -37.7% | -31.6% |
| 6M | -49.1% | +0.9% | -50.0% | -49.1% |
| YTD | +25.7% | -14.5% | +40.2% | +27.8% |
| 1Y | +40.3% | -12.1% | +52.4% | +42.8% |
| All | +40.3% | -9.8% | +50.1% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling