+87.9%
MDLZ vs GIS
-19.2%
+107.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.2% |
| 7D | 0.0% | -8.6% | +8.6% | +5.0% |
| 30D | +1.4% | -0.5% | +1.9% | +1.5% |
| 3M | 0.0% | +11.9% | -11.9% | -6.5% |
| 6M | +9.1% | -11.6% | +20.7% | +16.0% |
| YTD | +17.9% | -16.3% | +34.3% | +29.0% |
| 1Y | +3.2% | -21.8% | +25.0% | +17.1% |
| 3Y | -2.5% | -35.7% | +33.2% | +22.3% |
| 5Y | +17.6% | -22.9% | +40.5% | +32.3% |
| 10Y | +87.9% | -16.8% | +104.8% | +113.7% |
| All | +87.9% | -19.2% | +107.1% | +113.7% |
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