+108.0%
CIEN vs GPC
+1,012.3%
-904.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +9.2% |
| 7D | -5.3% | +0.8% | -6.1% | -5.7% |
| 30D | -40.1% | -1.1% | -39.0% | -40.3% |
| 3M | -34.7% | -6.6% | -28.1% | -32.8% |
| 6M | -50.9% | +22.2% | -73.1% | -59.4% |
| YTD | +15.2% | +5.1% | +10.1% | +2.3% |
| 1Y | +35.2% | +2.8% | +32.4% | +21.7% |
| 3Y | +522.6% | +2.4% | +520.2% | +422.3% |
| 5Y | +344.2% | +7.8% | +336.4% | +245.3% |
| 10Y | +1,188.7% | +87.2% | +1,101.4% | +470.0% |
| All | +108.0% | +1,012.3% | -904.3% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling