-100.0%
QID vs GRMN
+960.5%
-1,060.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | -0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -2.8% |
| 30D | +1.7% | -13.1% | +14.8% | -6.9% |
| 3M | -3.9% | +14.9% | -18.8% | +5.8% |
| 6M | -30.0% | +13.1% | -43.1% | -22.7% |
| YTD | -28.2% | +35.3% | -63.5% | -10.0% |
| 1Y | -35.6% | +16.0% | -51.6% | -26.4% |
| 3Y | -74.3% | +179.6% | -253.9% | -40.8% |
| 5Y | -80.8% | +75.0% | -155.8% | -62.3% |
| 10Y | -99.2% | +644.1% | -743.3% | -95.0% |
| All | -100.0% | +960.5% | -1,060.5% | -99.7% |
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