+163.8%
CIEN vs GRMN
+21.5%
+142.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.2% | +3.1% |
| 7D | +8.9% | +2.4% | +6.5% | +8.0% |
| 30D | -19.1% | -8.5% | -10.6% | -16.8% |
| 3M | -21.5% | +19.5% | -41.0% | -27.1% |
| 6M | +2.8% | +21.2% | -18.4% | -5.3% |
| YTD | +49.5% | +41.0% | +8.4% | +30.6% |
| 1Y | +163.8% | +19.6% | +144.2% | +134.7% |
| All | +163.8% | +21.5% | +142.3% | +134.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling