+1,150.1%
QQQ vs GRMN
+6,536.9%
-5,386.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +1.0% | -1.4% | +2.4% | +1.4% |
| 30D | -0.6% | -13.1% | +12.5% | +3.5% |
| 3M | +1.3% | +14.9% | -13.6% | -3.5% |
| 6M | +18.1% | +13.1% | +5.0% | +12.9% |
| YTD | +16.9% | +35.3% | -18.4% | +5.6% |
| 1Y | +24.0% | +16.0% | +8.0% | +16.8% |
| 3Y | +95.6% | +179.6% | -84.0% | +38.5% |
| 5Y | +94.5% | +75.0% | +19.5% | +56.8% |
| 10Y | +571.7% | +644.1% | -72.4% | +263.9% |
| All | +1,150.1% | +6,536.9% | -5,386.8% | +233.5% |
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