+21.8%
MDLZ vs GGLL
+195.8%
-174.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.6% |
| 7D | +0.1% | +6.3% | -6.3% | +0.1% |
| 30D | +10.0% | -35.1% | +45.1% | +10.1% |
| 3M | +7.1% | -37.7% | +44.7% | +7.2% |
| 6M | +9.8% | -54.1% | +63.9% | +10.4% |
| YTD | +26.6% | -29.4% | +56.1% | +26.4% |
| 1Y | +20.3% | -13.4% | +33.7% | +19.7% |
| 3Y | +5.4% | +158.3% | -152.9% | -1.5% |
| All | +21.8% | +195.8% | -174.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling