+454.2%
MDLZ vs GFI
+1,912.9%
-1,458.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -1.7% | +3.1% | -4.9% | -1.8% |
| 30D | -2.1% | +27.1% | -29.2% | -2.9% |
| 3M | +1.3% | +21.2% | -19.8% | +0.5% |
| 6M | +6.2% | -4.5% | +10.7% | +6.1% |
| YTD | +15.8% | +11.7% | +4.1% | +14.9% |
| 1Y | +4.1% | +46.0% | -41.9% | +2.2% |
| 3Y | -4.1% | +309.6% | -313.6% | -9.9% |
| 5Y | +13.4% | +506.0% | -492.7% | +4.2% |
| 10Y | +75.7% | +1,009.2% | -933.5% | +55.8% |
| All | +454.2% | +1,912.9% | -1,458.6% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling