+4.1%
MDLZ vs GFI
+45.3%
-41.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.7% | +3.1% | -4.9% | -1.7% |
| 30D | -2.1% | +27.1% | -29.2% | -2.3% |
| 3M | +1.3% | +21.2% | -19.8% | +1.4% |
| 6M | +6.2% | -4.5% | +10.7% | +6.9% |
| YTD | +15.8% | +11.7% | +4.1% | +16.8% |
| 1Y | +4.1% | +46.0% | -41.9% | +4.3% |
| All | +4.1% | +45.3% | -41.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling