-55.4%
GTLB vs MKC
-27.4%
-28.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -6.6% | -4.3% | -2.3% | -6.2% |
| 30D | +13.7% | -3.1% | +16.9% | +14.1% |
| 3M | +52.9% | +6.8% | +46.1% | +51.9% |
| 6M | +88.5% | -18.3% | +106.8% | +91.6% |
| YTD | +23.4% | -23.1% | +46.5% | +26.1% |
| 1Y | -3.8% | -23.7% | +19.9% | -1.7% |
| 3Y | -11.5% | -31.0% | +19.5% | -8.5% |
| All | -55.4% | -27.4% | -28.0% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling