+463.1%
CIEN vs GPC
+1.0%
+462.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.5% |
| 7D | -24.1% | +1.6% | -25.7% | -24.1% |
| 30D | -45.5% | -2.1% | -43.4% | -45.5% |
| 3M | -39.7% | -6.8% | -32.9% | -39.5% |
| 6M | -57.8% | +18.6% | -76.4% | -59.5% |
| YTD | +4.1% | +2.7% | +1.4% | +1.0% |
| 1Y | +20.8% | +1.8% | +19.0% | +17.7% |
| 3Y | +463.1% | +1.1% | +462.1% | +402.3% |
| All | +463.1% | +1.0% | +462.2% | +402.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling