+22.2%
MDLZ vs GAP
+5.0%
+17.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.0% |
| 7D | +1.7% | -3.8% | +5.4% | +1.8% |
| 30D | +11.2% | -9.0% | +20.2% | +11.6% |
| 3M | +6.1% | +5.5% | +0.7% | +5.8% |
| 6M | +8.6% | -11.1% | +19.6% | +8.8% |
| YTD | +25.8% | -13.6% | +39.4% | +26.1% |
| 1Y | +21.7% | -2.9% | +24.5% | +21.3% |
| 3Y | +5.8% | +69.6% | -63.8% | -0.2% |
| All | +22.2% | +5.0% | +17.2% | +16.2% |
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