+15.6%
MDLZ vs GIS
-21.0%
+36.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.4% |
| 7D | 0.0% | -8.3% | +8.3% | +4.9% |
| 30D | -1.6% | +2.2% | -3.7% | -3.0% |
| 3M | +0.9% | +15.7% | -14.8% | -7.6% |
| 6M | +7.3% | -12.0% | +19.3% | +14.8% |
| YTD | +16.4% | -15.0% | +31.4% | +26.7% |
| 1Y | +3.0% | -20.1% | +23.1% | +16.1% |
| 3Y | -3.7% | -34.6% | +30.9% | +20.8% |
| 5Y | +15.6% | -22.8% | +38.5% | +29.4% |
| All | +15.6% | -21.0% | +36.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling