+509.1%
CIEN vs GWW
+221.1%
+288.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -12.8% | -1.4% | -11.4% | -12.5% |
| 3M | -23.1% | -3.6% | -19.4% | -22.5% |
| 6M | +6.1% | +15.1% | -9.0% | -1.3% |
| YTD | +44.5% | +27.5% | +17.0% | +27.8% |
| 1Y | +176.6% | +29.6% | +147.0% | +142.8% |
| 3Y | +601.0% | +90.1% | +510.9% | +428.8% |
| 5Y | +509.1% | +222.6% | +286.5% | +261.9% |
| All | +509.1% | +221.1% | +288.0% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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