+67.2%
QLD vs GRMN
+122.2%
-55.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -10.3% | +4.7% | -15.0% | -13.1% |
| 30D | -26.1% | +3.4% | -29.5% | -28.2% |
| 3M | -17.8% | -5.0% | -12.7% | -15.3% |
| 6M | -15.6% | +18.6% | -34.1% | -27.9% |
| YTD | +5.4% | +42.5% | -37.1% | -22.9% |
| 1Y | +5.2% | +42.3% | -37.1% | -23.0% |
| 3Y | +139.4% | +158.5% | -19.0% | -17.7% |
| All | +67.2% | +122.2% | -55.1% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling