+539.0%
CIEN vs GFS
-19.0%
+558.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.2% |
| 7D | +15.3% | +7.4% | +7.9% | +11.5% |
| 30D | -22.0% | -15.3% | -6.7% | -14.4% |
| 3M | -36.6% | -21.1% | -15.5% | -28.4% |
| 6M | -51.5% | -44.5% | -7.0% | -35.8% |
| YTD | +20.0% | +19.2% | +0.7% | +14.1% |
| 1Y | +44.5% | +27.2% | +17.2% | +34.1% |
| 3Y | +539.0% | -20.1% | +559.2% | +532.4% |
| All | +539.0% | -19.0% | +558.1% | +532.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling