+1,146.8%
CIEN vs GPC
+74.9%
+1,072.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +15.3% | +0.4% | +14.8% | +15.1% |
| 30D | -22.0% | -6.3% | -15.7% | -20.5% |
| 3M | -36.6% | -8.2% | -28.5% | -35.2% |
| 6M | -51.5% | +27.1% | -78.5% | -57.3% |
| YTD | +20.0% | +3.1% | +16.8% | +12.9% |
| 1Y | +44.5% | +0.1% | +44.4% | +37.9% |
| 3Y | +539.0% | +0.2% | +538.8% | +484.2% |
| 5Y | +356.8% | +4.9% | +352.0% | +300.1% |
| All | +1,146.8% | +74.9% | +1,072.0% | +716.3% |
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