+160.3%
CIEN vs GAP
-7.4%
+167.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.7% |
| 7D | -4.6% | -3.2% | -1.4% | -4.4% |
| 30D | -12.8% | -0.7% | -12.1% | -12.7% |
| 3M | -23.1% | -0.5% | -22.6% | -22.7% |
| 6M | +6.1% | -5.0% | +11.1% | +7.3% |
| YTD | +44.5% | -14.7% | +59.2% | +46.3% |
| All | +160.3% | -7.4% | +167.7% | +147.7% |
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