+522.0%
CIEN vs GFS
-2.1%
+524.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | -4.6% | +4.5% | -9.1% | -6.3% |
| 30D | -12.8% | -8.2% | -4.6% | -9.6% |
| 3M | -23.1% | -38.9% | +15.8% | -6.7% |
| 6M | +6.1% | -2.9% | +9.0% | +8.6% |
| YTD | +44.5% | +31.8% | +12.7% | +31.9% |
| 1Y | +176.6% | +43.1% | +133.5% | +145.3% |
| 3Y | +601.0% | -20.6% | +621.6% | +614.4% |
| All | +522.0% | -2.1% | +524.1% | +477.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling