-54.5%
GTLB vs MKC
-28.0%
-26.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -4.1% | -2.8% | -1.3% | -3.8% |
| 30D | +12.3% | -3.4% | +15.7% | +12.7% |
| 3M | +65.9% | +3.8% | +62.1% | +65.2% |
| 6M | +104.0% | -17.9% | +121.9% | +107.2% |
| YTD | +26.0% | -23.6% | +49.7% | +28.9% |
| 1Y | -3.5% | -23.1% | +19.6% | -1.6% |
| 3Y | -9.6% | -31.5% | +21.9% | -6.5% |
| All | -54.5% | -28.0% | -26.5% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling