-23.6%
CIEN vs GRMN
-5.5%
-18.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.9% |
| 7D | +8.7% | +1.7% | +7.1% | +8.6% |
| 30D | -26.9% | +10.2% | -37.1% | -28.2% |
| 3M | -23.6% | -4.7% | -18.9% | -4.9% |
| All | -23.6% | -5.5% | -18.1% | -4.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling