+642.6%
GS vs MDLZ
+77.5%
+565.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +0.2% | -1.6% | +1.8% | +0.6% |
| 3M | -0.3% | +0.9% | -1.2% | -1.6% |
| 6M | +27.4% | +7.3% | +20.0% | +22.1% |
| YTD | +19.6% | +16.4% | +3.2% | +9.7% |
| 1Y | +42.5% | +3.0% | +39.5% | +37.8% |
| 3Y | +240.4% | -3.7% | +244.2% | +230.6% |
| 5Y | +188.9% | +15.6% | +173.3% | +148.8% |
| 10Y | +642.6% | +79.0% | +563.6% | +427.3% |
| All | +642.6% | +77.5% | +565.0% | +427.3% |
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