+520.6%
CIEN vs GAP
+3.0%
+517.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | +5.4% | -6.3% | +11.7% | +6.8% |
| 30D | -13.7% | -0.2% | -13.4% | -14.1% |
| 3M | -23.0% | 0.0% | -23.0% | -23.9% |
| 6M | -0.8% | -8.1% | +7.3% | -0.6% |
| YTD | +43.1% | -16.5% | +59.5% | +45.3% |
| 1Y | +157.6% | -10.5% | +168.1% | +156.3% |
| 3Y | +593.8% | +104.0% | +489.9% | +449.2% |
| 5Y | +520.6% | +6.8% | +513.8% | +391.5% |
| All | +520.6% | +3.0% | +517.6% | +391.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling