+669.0%
GRMN vs QSR
+135.2%
+533.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +2.4% | -4.0% | +6.4% | +3.7% |
| 30D | -8.5% | +2.8% | -11.2% | -9.3% |
| 3M | +19.5% | +5.1% | +14.4% | +17.4% |
| 6M | +21.2% | +8.8% | +12.4% | +17.5% |
| YTD | +41.0% | +14.8% | +26.2% | +34.2% |
| 1Y | +19.6% | +25.7% | -6.1% | +10.5% |
| 3Y | +183.8% | +27.5% | +156.3% | +156.6% |
| 5Y | +83.0% | +41.3% | +41.8% | +58.2% |
| All | +669.0% | +135.2% | +533.8% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling