-28.4%
QS vs GRMN
+18.2%
-46.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -2.3% | -2.9% | +0.5% | -1.1% |
| 30D | -0.7% | -8.4% | +7.7% | +3.3% |
| 3M | -39.6% | +15.0% | -54.6% | -43.8% |
| 6M | -21.7% | +11.2% | -32.9% | -26.1% |
| YTD | -47.4% | +37.7% | -85.1% | -57.3% |
| 1Y | -28.4% | +18.5% | -46.8% | -36.9% |
| All | -28.4% | +18.2% | -46.6% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling