+22.8%
MDLZ vs GGLL
-11.0%
+33.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.4% |
| 7D | +2.3% | +7.7% | -5.4% | +2.5% |
| 30D | +7.9% | -30.2% | +38.2% | +7.2% |
| 3M | +7.3% | -31.3% | +38.5% | +6.5% |
| 6M | +11.7% | -52.1% | +63.8% | +11.3% |
| YTD | +28.7% | -25.9% | +54.6% | +27.2% |
| 1Y | +22.8% | -8.5% | +31.2% | +21.5% |
| All | +22.8% | -11.0% | +33.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling