+81.7%
MDLZ vs GFI
+1,066.8%
-985.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | +1.9% | -4.9% | +6.7% | +2.1% |
| 30D | +0.4% | +10.7% | -10.3% | 0.0% |
| 3M | -0.6% | +25.6% | -26.3% | -1.6% |
| 6M | +14.7% | -8.3% | +23.0% | +14.8% |
| YTD | +18.0% | +6.3% | +11.7% | +17.2% |
| 1Y | +4.1% | +22.1% | -18.0% | +2.6% |
| 3Y | -4.6% | +289.2% | -293.8% | -11.4% |
| 5Y | +18.4% | +531.7% | -513.3% | +6.3% |
| All | +81.7% | +1,066.8% | -985.1% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling