+1,500.5%
CIEN vs GIS
-19.5%
+1,520.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.5% |
| 7D | +8.9% | -6.4% | +15.3% | +9.3% |
| 30D | -19.1% | -6.1% | -13.0% | -18.9% |
| 3M | -21.5% | +7.8% | -29.3% | -22.5% |
| 6M | +2.8% | -8.8% | +11.6% | +3.6% |
| YTD | +49.5% | -19.1% | +68.6% | +52.6% |
| 1Y | +163.8% | -24.8% | +188.6% | +171.8% |
| 3Y | +615.8% | -37.6% | +653.4% | +650.4% |
| 5Y | +548.4% | -25.4% | +573.8% | +522.8% |
| All | +1,500.5% | -19.5% | +1,520.0% | +1,430.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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