+520.6%
CIEN vs GM
+84.5%
+436.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.0% |
| 7D | +5.4% | -1.1% | +6.4% | +5.7% |
| 30D | -13.7% | -3.4% | -10.3% | -12.9% |
| 3M | -23.0% | +8.7% | -31.7% | -25.9% |
| 6M | -0.8% | +15.4% | -16.3% | -7.2% |
| YTD | +43.1% | +6.6% | +36.5% | +36.8% |
| 1Y | +157.6% | +51.5% | +106.1% | +113.6% |
| 3Y | +593.8% | +169.3% | +424.5% | +340.6% |
| 5Y | +520.6% | +81.6% | +439.0% | +302.4% |
| All | +520.6% | +84.5% | +436.1% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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