-73.0%
QID vs GRMN
+179.1%
-252.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.7% | -1.8% | +4.5% | +1.9% |
| 30D | +3.3% | -12.1% | +15.4% | -2.3% |
| 3M | -5.5% | +18.0% | -23.5% | +2.6% |
| 6M | -28.4% | +13.7% | -42.1% | -22.7% |
| YTD | -26.6% | +35.3% | -61.9% | -13.0% |
| 1Y | -34.1% | +17.2% | -51.4% | -26.5% |
| All | -73.0% | +179.1% | -252.1% | -53.7% |
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 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