+1,146.8%
CIEN vs GRMN
+628.7%
+518.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.1% |
| 7D | +15.3% | -0.9% | +16.2% | +15.9% |
| 30D | -22.0% | +1.2% | -23.2% | -22.9% |
| 3M | -36.6% | -8.9% | -27.7% | -34.2% |
| 6M | -51.5% | +23.0% | -74.5% | -57.5% |
| YTD | +20.0% | +41.2% | -21.3% | -2.0% |
| 1Y | +44.5% | +47.5% | -3.0% | +15.5% |
| 3Y | +539.0% | +155.8% | +383.3% | +260.2% |
| 5Y | +356.8% | +120.2% | +236.7% | +173.0% |
| All | +1,146.8% | +628.7% | +518.1% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling