+477.0%
CIEN vs GPC
+30.9%
+446.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -15.2% | +1.2% | -16.4% | -15.4% |
| 30D | -21.5% | +6.0% | -27.4% | -22.6% |
| 3M | -40.1% | +42.6% | -82.7% | -46.6% |
| 6M | -6.6% | +22.8% | -29.3% | -13.0% |
| YTD | +37.3% | +15.5% | +21.8% | +28.4% |
| 1Y | +174.5% | +2.0% | +172.5% | +168.9% |
| 3Y | +562.3% | -1.4% | +563.7% | +537.3% |
| All | +477.0% | +30.9% | +446.1% | +333.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling