+102.8%
MDLZ vs GLDM
+204.4%
-101.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +2.3% | -4.6% | +6.9% | +2.8% |
| 30D | +7.9% | -5.5% | +13.4% | +8.6% |
| 3M | +7.3% | -10.9% | +18.1% | +8.5% |
| 6M | +11.7% | -17.3% | +29.0% | +14.2% |
| YTD | +28.7% | -10.2% | +38.9% | +29.1% |
| 1Y | +22.8% | -6.9% | +29.7% | +22.2% |
| 3Y | +6.6% | +98.7% | -92.1% | -9.3% |
| 5Y | +23.2% | +106.7% | -83.6% | +2.8% |
| All | +102.8% | +204.4% | -101.5% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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