+1,500.5%
CIEN vs GFI
+1,066.8%
+433.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.7% | +4.6% |
| 7D | +8.9% | -4.9% | +13.7% | +9.4% |
| 30D | -19.1% | +10.7% | -29.8% | -19.9% |
| 3M | -21.5% | +25.6% | -47.1% | -23.4% |
| 6M | +2.8% | -8.3% | +11.1% | +2.9% |
| YTD | +49.5% | +6.3% | +43.2% | +48.2% |
| 1Y | +163.8% | +22.1% | +141.7% | +159.5% |
| 3Y | +615.8% | +289.2% | +326.6% | +555.1% |
| 5Y | +548.4% | +531.7% | +16.7% | +466.1% |
| All | +1,500.5% | +1,066.8% | +433.6% | +1,349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling