+507.1%
MDLZ vs GIS
+263.5%
+243.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +2.2% | +1.5% | +0.7% | +1.2% |
| 30D | +10.1% | +9.2% | +1.0% | +4.7% |
| 3M | +9.1% | -5.4% | +14.5% | +11.9% |
| 6M | +10.0% | +3.4% | +6.6% | +6.8% |
| YTD | +26.8% | -20.5% | +47.3% | +42.2% |
| 1Y | +22.5% | -20.0% | +42.5% | +36.7% |
| 3Y | +5.3% | -38.6% | +43.9% | +35.4% |
| 5Y | +21.4% | -33.1% | +54.5% | +47.3% |
| 10Y | +102.0% | -16.4% | +118.5% | +109.1% |
| All | +507.1% | +263.5% | +243.7% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling