-4.6%
MDLZ vs GFI
+304.2%
-308.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | +1.4% | +14.4% | -13.0% | +1.2% |
| 3M | 0.0% | +32.5% | -32.5% | -0.5% |
| 6M | +9.1% | -7.2% | +16.3% | +9.4% |
| YTD | +17.9% | +10.9% | +7.1% | +17.9% |
| 1Y | +3.2% | +35.5% | -32.2% | +2.6% |
| All | -4.6% | +304.2% | -308.8% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling