+355.8%
CIEN vs GIS
-33.3%
+389.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -3.6% |
| 7D | +15.3% | -3.4% | +18.6% | +13.9% |
| 30D | -22.0% | +6.9% | -28.9% | -19.1% |
| 3M | -36.6% | -10.1% | -26.5% | -37.5% |
| 6M | -51.5% | +5.9% | -57.3% | -49.4% |
| YTD | +20.0% | -21.1% | +41.1% | +18.4% |
| 1Y | +44.5% | -22.5% | +66.9% | +42.2% |
| 3Y | +539.0% | -39.0% | +578.0% | +515.3% |
| All | +355.8% | -33.3% | +389.1% | +321.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling