+106.1%
MDLZ vs GIS
-17.4%
+123.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.9% |
| 7D | -1.0% | -4.6% | +3.6% | +1.5% |
| 30D | +7.9% | +6.6% | +1.3% | +4.1% |
| 3M | +8.9% | -8.1% | +17.0% | +13.4% |
| 6M | +10.5% | +4.9% | +5.6% | +6.6% |
| YTD | +27.1% | -21.4% | +48.5% | +43.1% |
| 1Y | +20.9% | -21.6% | +42.5% | +36.2% |
| 3Y | +5.5% | -39.3% | +44.8% | +35.9% |
| 5Y | +22.2% | -33.2% | +55.4% | +48.1% |
| 10Y | +106.1% | -17.3% | +123.4% | +120.8% |
| All | +106.1% | -17.4% | +123.5% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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