+213.1%
GLD vs MDLZ
+86.6%
+126.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.4% | +1.7% | -5.0% | -3.5% |
| 30D | -1.1% | +1.1% | -2.3% | -1.2% |
| 3M | +5.8% | -1.8% | +7.7% | +5.9% |
| 6M | -17.1% | +12.3% | -29.4% | -18.0% |
| YTD | 0.0% | +18.0% | -18.0% | -1.5% |
| 1Y | +18.2% | +3.8% | +14.4% | +17.6% |
| 3Y | +122.6% | -2.4% | +125.0% | +122.1% |
| 5Y | +137.1% | +18.4% | +118.7% | +132.1% |
| All | +213.1% | +86.6% | +126.5% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 10y: compounded portfolio wealth divided by compounded MDLZ 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…
10y analysis · Full analysis span regression · 6 months rolling