+1,188.7%
CIEN vs GPC
+93.7%
+1,094.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +9.8% |
| 7D | -5.3% | +0.8% | -6.1% | -5.5% |
| 30D | -40.1% | -1.1% | -39.0% | -40.2% |
| 3M | -34.7% | -6.6% | -28.1% | -33.6% |
| 6M | -50.9% | +22.2% | -73.1% | -56.0% |
| YTD | +15.2% | +5.1% | +10.1% | +7.7% |
| 1Y | +35.2% | +2.8% | +32.4% | +27.6% |
| 3Y | +522.6% | +2.4% | +520.2% | +464.8% |
| 5Y | +344.2% | +7.8% | +336.4% | +284.9% |
| 10Y | +1,188.7% | +87.2% | +1,101.4% | +718.3% |
| All | +1,188.7% | +93.7% | +1,094.9% | +718.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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