+163.8%
CIEN vs GPN
+5.1%
+158.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +8.9% | -4.3% | +13.2% | +8.1% |
| 30D | -19.1% | 0.0% | -19.1% | -19.0% |
| 3M | -21.5% | +35.8% | -57.3% | -17.6% |
| 6M | +2.8% | +22.0% | -19.2% | +6.8% |
| YTD | +49.5% | +15.2% | +34.3% | +54.9% |
| 1Y | +163.8% | +3.5% | +160.3% | +178.5% |
| All | +163.8% | +5.1% | +158.7% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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