+9,127.5%
QLD vs GRMN
+1,009.1%
+8,118.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | -2.9% | +3.4% | +2.5% |
| 30D | -0.1% | -8.4% | +8.3% | +5.8% |
| 3M | -8.4% | +15.0% | -23.4% | -18.2% |
| 6M | +32.2% | +11.2% | +21.0% | +20.4% |
| YTD | +28.9% | +37.7% | -8.8% | +1.3% |
| 1Y | +43.8% | +18.5% | +25.4% | +23.9% |
| 3Y | +176.6% | +175.8% | +0.8% | +28.3% |
| 5Y | +121.6% | +75.1% | +46.5% | +42.8% |
| 10Y | +1,652.9% | +637.0% | +1,015.9% | +397.9% |
| All | +9,127.5% | +1,009.1% | +8,118.4% | +1,354.7% |
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