-62.8%
QS vs GRMN
+208.6%
-271.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.5% |
| 7D | -14.0% | -0.9% | -13.1% | -13.4% |
| 30D | -6.4% | +1.2% | -7.5% | -7.0% |
| 3M | -40.3% | -8.9% | -31.3% | -36.9% |
| 6M | -57.5% | +23.0% | -80.5% | -63.4% |
| YTD | -64.7% | +41.2% | -105.9% | -72.5% |
| 1Y | -72.9% | +47.5% | -120.4% | -79.5% |
| 3Y | -33.5% | +155.8% | -189.2% | -72.3% |
| 5Y | -90.5% | +120.2% | -210.7% | -96.2% |
| All | -62.8% | +208.6% | -271.4% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling