+74.7%
MRK vs GTLB
-4.2%
+78.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.6% |
| 7D | -4.3% | -5.7% | +1.4% | -4.7% |
| 30D | +8.3% | +15.1% | -6.9% | +9.9% |
| 3M | +20.0% | +65.5% | -45.4% | +26.9% |
| 6M | +25.7% | +102.9% | -77.2% | +37.1% |
| YTD | +38.7% | +25.2% | +13.5% | +44.6% |
| 1Y | +74.7% | -5.5% | +80.2% | +71.0% |
| All | +74.7% | -4.2% | +78.9% | +71.0% |
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