-58.3%
CIEN vs GRMN
+6,655.2%
-6,713.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | -2.9% | -12.3% | -14.1% |
| 30D | -21.5% | -8.4% | -13.0% | -18.3% |
| 3M | -40.1% | +15.0% | -55.1% | -44.5% |
| 6M | -6.6% | +11.2% | -17.8% | -11.9% |
| YTD | +37.3% | +37.7% | -0.4% | +17.6% |
| 1Y | +174.5% | +18.5% | +156.1% | +150.0% |
| 3Y | +562.3% | +175.8% | +386.5% | +303.6% |
| 5Y | +463.9% | +75.1% | +388.9% | +314.4% |
| 10Y | +1,302.4% | +637.0% | +665.3% | +451.5% |
| All | -58.3% | +6,655.2% | -6,713.5% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling