-71.3%
QS vs GRMN
+40.7%
-112.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.5% | +1.0% | +5.1% |
| 7D | +4.5% | +6.1% | -1.6% | +2.3% |
| 30D | -4.1% | +1.3% | -5.4% | -4.8% |
| 3M | -22.1% | -5.6% | -16.6% | -20.8% |
| 6M | -38.4% | +22.2% | -60.6% | -43.5% |
| YTD | -57.5% | +44.3% | -101.8% | -65.2% |
| 1Y | -71.3% | +43.1% | -114.4% | -76.3% |
| All | -71.3% | +40.7% | -112.0% | -76.3% |
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