+507.1%
MDLZ vs GAP
+27.9%
+479.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +10.1% | -5.4% | +15.6% | +10.7% |
| 3M | +9.1% | +2.9% | +6.2% | +8.5% |
| 6M | +10.0% | -4.4% | +14.4% | +9.8% |
| YTD | +26.8% | -11.6% | +38.4% | +27.2% |
| 1Y | +22.5% | -6.0% | +28.5% | +21.9% |
| 3Y | +5.3% | +78.0% | -72.7% | -6.9% |
| 5Y | +21.4% | +8.5% | +13.0% | +10.2% |
| 10Y | +102.0% | +8.6% | +93.4% | +65.5% |
| All | +507.1% | +27.9% | +479.3% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling