+454.2%
MDLZ vs GIS
+294.7%
+159.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | -1.7% | -7.8% | +6.1% | +2.8% |
| 30D | -2.1% | +6.6% | -8.7% | -5.7% |
| 3M | +1.3% | +21.0% | -19.7% | -9.4% |
| 6M | +6.2% | -9.1% | +15.3% | +11.1% |
| YTD | +15.8% | -13.6% | +29.4% | +24.4% |
| 1Y | +4.1% | -18.0% | +22.1% | +15.1% |
| 3Y | -4.1% | -33.7% | +29.6% | +18.4% |
| 5Y | +13.4% | -19.4% | +32.8% | +24.2% |
| 10Y | +75.7% | -21.3% | +97.0% | +89.3% |
| All | +454.2% | +294.7% | +159.5% | +170.5% |
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 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