+7,443.4%
QLD vs GRMN
+1,047.7%
+6,395.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -10.3% | +4.7% | -15.0% | -13.0% |
| 30D | -26.1% | +3.4% | -29.5% | -28.1% |
| 3M | -17.8% | -5.0% | -12.7% | -15.5% |
| 6M | -15.6% | +18.6% | -34.1% | -26.7% |
| YTD | +5.4% | +42.5% | -37.1% | -19.6% |
| 1Y | +5.2% | +42.3% | -37.1% | -19.6% |
| 3Y | +139.4% | +158.5% | -19.0% | +15.7% |
| 5Y | +66.7% | +123.6% | -56.8% | -8.2% |
| 10Y | +1,422.1% | +682.5% | +739.6% | +313.7% |
| All | +7,443.4% | +1,047.7% | +6,395.7% | +1,054.9% |
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