+82.4%
MDLZ vs GLDM
+248.1%
-165.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -2.1% | +4.4% | -6.5% | -2.7% |
| 3M | +1.3% | -1.1% | +2.4% | +1.4% |
| 6M | +6.2% | -13.7% | +19.9% | +8.5% |
| YTD | +15.8% | +2.8% | +13.0% | +14.4% |
| 1Y | +4.1% | +24.8% | -20.7% | -1.0% |
| 3Y | -4.1% | +127.8% | -131.9% | -19.6% |
| 5Y | +13.4% | +141.1% | -127.8% | -7.2% |
| All | +82.4% | +248.1% | -165.7% | +49.4% |
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