-47.7%
QS vs GRMN
+195.6%
-243.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | -1.8% | -3.2% | -3.9% |
| 30D | -18.3% | -12.1% | -6.2% | -11.5% |
| 3M | -26.0% | +18.0% | -44.0% | -34.7% |
| 6M | -24.0% | +13.7% | -37.8% | -31.1% |
| YTD | -50.3% | +35.3% | -85.6% | -60.1% |
| 1Y | -38.0% | +17.2% | -55.2% | -45.4% |
| 3Y | -24.6% | +179.6% | -204.2% | -72.1% |
| 5Y | -75.4% | +75.6% | -151.0% | -89.9% |
| All | -47.7% | +195.6% | -243.3% | -79.1% |
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