+613.4%
GRMN vs QSR
+206.0%
+407.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -13.1% | +5.7% | -18.8% | -14.6% |
| 3M | +14.9% | +6.9% | +8.0% | +12.4% |
| 6M | +13.1% | +6.9% | +6.2% | +10.2% |
| YTD | +35.3% | +14.9% | +20.4% | +28.7% |
| 1Y | +16.0% | +29.1% | -13.1% | +6.3% |
| 3Y | +179.6% | +26.1% | +153.5% | +153.7% |
| 5Y | +75.0% | +42.3% | +32.7% | +51.2% |
| 10Y | +644.1% | +134.0% | +510.2% | +425.9% |
| All | +613.4% | +206.0% | +407.4% | +371.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling