+16.5%
MDLZ vs GAP
+9.0%
+7.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.7% | -4.5% | +2.7% | -1.5% |
| 30D | -2.1% | +9.0% | -11.2% | -2.5% |
| 3M | +1.3% | +5.0% | -3.7% | +1.0% |
| 6M | +6.2% | -17.8% | +24.0% | +6.8% |
| YTD | +15.8% | -10.4% | +26.2% | +15.9% |
| 1Y | +4.1% | -3.4% | +7.5% | +3.8% |
| 3Y | -4.1% | +111.5% | -115.6% | -11.0% |
| All | +16.5% | +9.0% | +7.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling