+75.6%
GRMN vs MTB
+101.1%
-25.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.8% | -0.4% | -1.4% | -1.6% |
| 30D | -12.1% | -4.6% | -7.5% | -10.6% |
| 3M | +18.0% | +7.4% | +10.6% | +14.8% |
| 6M | +13.7% | +18.7% | -5.0% | +6.6% |
| YTD | +35.3% | +21.1% | +14.2% | +25.7% |
| 1Y | +17.2% | +24.1% | -6.8% | +7.8% |
| 3Y | +179.6% | +115.3% | +64.3% | +114.9% |
| 5Y | +75.6% | +106.0% | -30.5% | +43.9% |
| All | +75.6% | +101.1% | -25.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling