+29.0%
CIEN vs GPC
+2.8%
+26.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +11.3% |
| 7D | -5.3% | +0.8% | -6.1% | -5.1% |
| 30D | -40.1% | -1.1% | -39.0% | -40.1% |
| 3M | -34.7% | -6.6% | -28.1% | -35.4% |
| 6M | -50.9% | +22.2% | -73.1% | -50.7% |
| YTD | +15.2% | +5.1% | +10.1% | +12.9% |
| All | +29.0% | +2.8% | +26.2% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling