+574.4%
CIEN vs GRMN
+165.7%
+408.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.0% | +8.2% |
| 7D | +8.7% | +1.7% | +7.1% | +8.3% |
| 30D | -26.9% | +10.2% | -37.1% | -29.6% |
| 3M | -23.6% | -4.7% | -18.9% | -22.5% |
| 6M | -49.1% | +22.3% | -71.4% | -53.5% |
| YTD | +26.6% | +46.7% | -20.1% | +8.2% |
| 1Y | +42.7% | +49.6% | -6.9% | +21.2% |
| All | +574.4% | +165.7% | +408.7% | +370.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling