-3.5%
MCD vs GTLB
+3.0%
-6.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +1.7% |
| 7D | +5.9% | -9.6% | +15.5% | +5.7% |
| 30D | +19.6% | -14.5% | +34.1% | +19.2% |
| 3M | +3.3% | +20.9% | -17.6% | +3.9% |
| 6M | +3.5% | +81.4% | -77.9% | +5.5% |
| YTD | -6.1% | +25.6% | -31.7% | -6.7% |
| All | -3.5% | +3.0% | -6.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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