+100.7%
MDLZ vs GLDM
+221.7%
-121.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | +6.9% | +1.9% | +5.0% | +6.6% |
| 30D | +12.1% | -1.7% | +13.8% | +12.2% |
| 3M | +7.7% | -3.5% | +11.2% | +8.0% |
| 6M | +10.8% | -10.1% | +20.8% | +12.1% |
| YTD | +27.4% | -5.0% | +32.4% | +26.9% |
| 1Y | +23.5% | +2.8% | +20.7% | +21.2% |
| 3Y | +6.2% | +105.1% | -98.9% | -9.7% |
| 5Y | +22.9% | +124.3% | -101.4% | +1.3% |
| All | +100.7% | +221.7% | -121.0% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling