+20.9%
MDLZ vs GIS
-21.5%
+42.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.8% |
| 7D | -1.0% | -4.6% | +3.6% | +1.2% |
| 30D | +7.9% | +6.6% | +1.3% | +4.6% |
| 3M | +8.9% | -8.1% | +17.0% | +12.7% |
| 6M | +10.5% | +4.9% | +5.6% | +7.3% |
| YTD | +27.1% | -21.4% | +48.5% | +40.5% |
| 1Y | +20.9% | -21.6% | +42.5% | +33.5% |
| All | +20.9% | -21.5% | +42.5% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling