+14.7%
GTLB vs MKC
-23.4%
+38.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.0% |
| 7D | +11.1% | -5.9% | +16.9% | +10.5% |
| 30D | +37.8% | -0.9% | +38.7% | +37.7% |
| 3M | +61.6% | +12.7% | +48.9% | +65.5% |
| 6M | +98.9% | -19.3% | +118.2% | +82.5% |
| YTD | +32.8% | -22.2% | +54.9% | +23.3% |
| 1Y | +14.7% | -23.3% | +38.0% | +5.4% |
| All | +14.7% | -23.4% | +38.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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