+5.8%
MDLZ vs GAP
+67.6%
-61.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.1% |
| 7D | +1.7% | -3.8% | +5.4% | +1.7% |
| 30D | +11.2% | -9.0% | +20.2% | +11.4% |
| 3M | +6.1% | +5.5% | +0.7% | +6.0% |
| 6M | +8.6% | -11.1% | +19.6% | +8.6% |
| YTD | +25.8% | -13.6% | +39.4% | +25.9% |
| 1Y | +21.7% | -2.9% | +24.5% | +21.5% |
| 3Y | +5.8% | +69.6% | -63.8% | +5.6% |
| All | +5.8% | +67.6% | -61.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling