+515.7%
CIEN vs GFS
-2.1%
+517.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | +3.2% | +2.2% | +4.0% |
| 30D | -13.7% | -9.6% | -4.1% | -10.0% |
| 3M | -23.0% | -38.5% | +15.5% | -6.9% |
| 6M | -0.8% | -1.3% | +0.5% | +1.0% |
| YTD | +43.1% | +31.8% | +11.2% | +30.5% |
| 1Y | +157.6% | +44.6% | +113.1% | +127.8% |
| 3Y | +593.8% | -20.6% | +614.5% | +607.0% |
| All | +515.7% | -2.1% | +517.8% | +471.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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