+509.1%
CIEN vs GRMN
+75.7%
+433.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | -12.8% | -13.1% | +0.3% | -7.2% |
| 3M | -23.1% | +14.9% | -38.0% | -28.9% |
| 6M | +6.1% | +13.1% | -7.0% | -1.0% |
| YTD | +44.5% | +35.3% | +9.2% | +24.2% |
| 1Y | +176.6% | +16.0% | +160.6% | +153.5% |
| 3Y | +601.0% | +179.6% | +421.4% | +299.9% |
| 5Y | +509.1% | +75.0% | +434.1% | +247.7% |
| All | +509.1% | +75.7% | +433.4% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling