+44.5%
CIEN vs GAP
-12.4%
+56.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -4.6% |
| 7D | +15.3% | -1.9% | +17.2% | +15.3% |
| 30D | -22.0% | -7.1% | -14.9% | -21.7% |
| 3M | -36.6% | +4.1% | -40.7% | -36.2% |
| 6M | -51.5% | +1.9% | -53.4% | -51.6% |
| YTD | +20.0% | -15.2% | +35.2% | +22.5% |
| 1Y | +44.5% | -10.6% | +55.1% | +47.1% |
| All | +44.5% | -12.4% | +56.8% | +47.1% |
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