+7.1%
MDLZ vs GLDM
+105.8%
-98.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | +6.9% | +1.9% | +5.0% | +6.8% |
| 30D | +12.1% | -1.7% | +13.8% | +12.1% |
| 3M | +7.7% | -3.5% | +11.2% | +7.7% |
| 6M | +10.8% | -10.1% | +20.8% | +11.4% |
| YTD | +27.4% | -5.0% | +32.4% | +26.9% |
| 1Y | +23.5% | +2.8% | +20.7% | +22.0% |
| All | +7.1% | +105.8% | -98.7% | -0.1% |
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