+1,520.2%
QLD vs GRMN
+665.4%
+854.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.2% |
| 7D | -1.2% | +1.7% | -2.8% | -2.3% |
| 30D | -15.7% | +10.2% | -25.9% | -22.7% |
| 3M | -10.0% | -4.7% | -5.3% | -7.1% |
| 6M | -11.2% | +22.3% | -33.5% | -28.1% |
| YTD | +16.4% | +46.7% | -30.3% | -20.8% |
| 1Y | +12.7% | +49.6% | -37.0% | -24.7% |
| 3Y | +152.3% | +165.3% | -13.0% | -16.9% |
| 5Y | +91.8% | +130.3% | -38.6% | -25.5% |
| 10Y | +1,520.2% | +658.0% | +862.2% | +158.1% |
| All | +1,520.2% | +665.4% | +854.9% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling