+5.8%
MDLZ vs GLDM
+104.2%
-98.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +1.7% | +4.7% | -3.0% | +1.6% |
| 30D | +11.2% | -0.9% | +12.0% | +11.1% |
| 3M | +6.1% | -4.3% | +10.4% | +6.2% |
| 6M | +8.6% | -13.4% | +22.0% | +9.5% |
| YTD | +25.8% | -5.8% | +31.7% | +25.4% |
| 1Y | +21.7% | +2.1% | +19.6% | +20.2% |
| 3Y | +5.8% | +105.0% | -99.2% | -1.3% |
| All | +5.8% | +104.2% | -98.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling