+163.5%
CIEN vs GIS
+478.2%
-314.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.7% |
| 7D | -5.3% | -8.3% | +3.0% | -3.2% |
| 30D | -17.2% | +2.2% | -19.4% | -17.9% |
| 3M | -26.9% | +15.7% | -42.6% | -30.6% |
| 6M | +16.0% | -12.0% | +28.0% | +18.4% |
| YTD | +45.9% | -15.0% | +60.9% | +49.7% |
| 1Y | +186.8% | -20.1% | +206.9% | +197.8% |
| 3Y | +607.8% | -34.6% | +642.4% | +661.5% |
| 5Y | +506.7% | -22.8% | +529.6% | +499.7% |
| 10Y | +1,438.7% | -18.5% | +1,457.2% | +1,346.8% |
| All | +163.5% | +478.2% | -314.7% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling