+1,500.5%
CIEN vs GRMN
+677.8%
+822.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.2% | +2.4% |
| 7D | +8.9% | +2.4% | +6.5% | +7.6% |
| 30D | -19.1% | -8.5% | -10.6% | -15.3% |
| 3M | -21.5% | +19.5% | -41.0% | -29.6% |
| 6M | +2.8% | +21.2% | -18.4% | -8.2% |
| YTD | +49.5% | +41.0% | +8.4% | +23.2% |
| 1Y | +163.8% | +19.6% | +144.2% | +135.2% |
| 3Y | +615.8% | +183.8% | +432.0% | +279.0% |
| 5Y | +548.4% | +83.0% | +465.4% | +329.2% |
| All | +1,500.5% | +677.8% | +822.7% | +334.7% |
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