+161.0%
CIEN vs GFI
+925.7%
-764.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.6% | +4.7% | -9.3% | -5.1% |
| 30D | -12.8% | +14.4% | -27.2% | -14.0% |
| 3M | -23.1% | +32.5% | -55.6% | -25.3% |
| 6M | +6.1% | -7.2% | +13.3% | +6.3% |
| YTD | +44.5% | +10.9% | +33.7% | +42.5% |
| 1Y | +176.6% | +35.5% | +141.2% | +168.0% |
| 3Y | +601.0% | +312.1% | +288.8% | +508.3% |
| 5Y | +509.1% | +524.6% | -15.5% | +397.7% |
| 10Y | +1,460.5% | +1,092.7% | +367.7% | +1,037.3% |
| All | +161.0% | +925.7% | -764.7% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling