+147.9%
CIEN vs GAP
+329.9%
-182.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -15.2% | -4.5% | -10.7% | -14.1% |
| 30D | -21.5% | +9.0% | -30.5% | -24.3% |
| 3M | -40.1% | +5.0% | -45.1% | -42.0% |
| 6M | -6.6% | -17.8% | +11.2% | -3.5% |
| YTD | +37.3% | -10.4% | +47.7% | +36.9% |
| 1Y | +174.5% | -3.4% | +177.9% | +166.0% |
| 3Y | +562.3% | +111.5% | +450.8% | +358.2% |
| 5Y | +463.9% | +8.8% | +455.1% | +343.0% |
| 10Y | +1,302.4% | +32.9% | +1,269.5% | +688.6% |
| All | +147.9% | +329.9% | -182.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling