+25.3%
MDLZ vs GFS
-8.5%
+33.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.2% | +0.1% |
| 7D | -1.0% | +6.2% | -7.2% | -1.2% |
| 30D | +7.9% | -11.4% | +19.3% | +8.2% |
| 3M | +8.9% | -15.5% | +24.4% | +9.3% |
| 6M | +10.5% | -42.6% | +53.1% | +11.9% |
| YTD | +27.1% | +23.2% | +3.9% | +22.8% |
| 1Y | +20.9% | +23.6% | -2.7% | +16.7% |
| 3Y | +5.5% | -17.2% | +22.8% | +3.2% |
| 5Y | +22.2% | -23.4% | +45.7% | +18.7% |
| All | +25.3% | -8.5% | +33.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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