+7,256.1%
QLD vs GRMN
+1,051.0%
+6,205.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -1.0% | -11.8% | -12.1% |
| 7D | -18.6% | +2.3% | -20.9% | -19.7% |
| 30D | -28.3% | +2.6% | -30.9% | -29.8% |
| 3M | -20.4% | -5.0% | -15.4% | -18.3% |
| 6M | -14.3% | +23.1% | -37.4% | -27.4% |
| YTD | +2.8% | +42.9% | -40.1% | -21.7% |
| 1Y | -1.2% | +41.7% | -42.9% | -24.3% |
| 3Y | +135.3% | +160.7% | -25.4% | +13.0% |
| 5Y | +62.6% | +124.2% | -61.6% | -10.7% |
| 10Y | +1,384.3% | +684.8% | +699.5% | +302.7% |
| All | +7,256.1% | +1,051.0% | +6,205.1% | +1,024.2% |
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