-10.9%
GTLB vs MKC
-31.4%
+20.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -5.7% | -1.5% | -4.2% | -5.6% |
| 30D | +15.1% | -3.1% | +18.3% | +15.3% |
| 3M | +65.5% | +5.2% | +60.3% | +65.2% |
| 6M | +102.9% | -12.8% | +115.7% | +102.5% |
| YTD | +25.2% | -23.3% | +48.5% | +25.5% |
| 1Y | -5.5% | -24.1% | +18.6% | -5.3% |
| 3Y | -10.9% | -32.1% | +21.2% | -1.1% |
| All | -10.9% | -31.4% | +20.5% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling