+22.0%
MDLZ vs GGLL
+217.5%
-195.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.2% |
| 7D | -0.4% | +11.5% | -11.9% | -0.4% |
| 30D | +8.2% | -31.2% | +39.5% | +8.4% |
| 3M | +8.0% | -28.7% | +36.7% | +8.1% |
| 6M | +9.7% | -47.2% | +56.9% | +10.2% |
| YTD | +26.9% | -24.3% | +51.1% | +26.6% |
| 1Y | +20.9% | -12.0% | +32.9% | +20.3% |
| 3Y | +5.3% | +169.6% | -164.3% | -1.4% |
| All | +22.0% | +217.5% | -195.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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