-46.4%
CIEN vs GPN
+2,449.8%
-2,496.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.3% |
| 7D | -4.6% | -6.2% | +1.7% | -1.8% |
| 30D | -12.8% | +1.0% | -13.9% | -13.4% |
| 3M | -23.1% | +36.9% | -60.0% | -35.1% |
| 6M | +6.1% | +16.8% | -10.7% | -4.9% |
| YTD | +44.5% | +13.2% | +31.3% | +28.6% |
| 1Y | +176.6% | +1.4% | +175.2% | +157.2% |
| 3Y | +601.0% | -28.6% | +629.6% | +642.6% |
| 5Y | +509.1% | -47.0% | +556.1% | +609.2% |
| 10Y | +1,460.5% | +25.2% | +1,435.3% | +944.9% |
| All | -46.4% | +2,449.8% | -2,496.2% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling