-24.7%
QS vs GRMN
+179.1%
-203.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.2% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | -15.7% | -13.1% | -2.6% | -11.3% |
| 3M | -28.7% | +14.9% | -43.6% | -32.7% |
| 6M | -23.2% | +13.1% | -36.3% | -27.0% |
| YTD | -49.9% | +35.3% | -85.2% | -55.6% |
| 1Y | -38.8% | +16.0% | -54.8% | -42.7% |
| All | -24.7% | +179.1% | -203.7% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling