+78.7%
MDLZ vs GH
+473.1%
-394.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +1.7% |
| 30D | +1.1% | -3.7% | +4.8% | +1.2% |
| 3M | -1.8% | +21.7% | -23.5% | -2.7% |
| 6M | +12.3% | +75.7% | -63.4% | +9.6% |
| YTD | +18.0% | +55.7% | -37.7% | +15.6% |
| 1Y | +3.8% | +181.1% | -177.3% | -0.9% |
| 3Y | -2.4% | +371.6% | -374.0% | -10.9% |
| 5Y | +18.4% | +23.2% | -4.8% | +13.7% |
| All | +78.7% | +473.1% | -394.4% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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