+22.2%
MDLZ vs GPC
+3.6%
+18.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +11.2% | -2.1% | +13.3% | +11.6% |
| 3M | +6.1% | -6.8% | +12.9% | +7.7% |
| 6M | +8.6% | +18.6% | -10.0% | +4.5% |
| YTD | +25.8% | +2.7% | +23.2% | +24.4% |
| 1Y | +21.7% | +1.8% | +19.9% | +20.4% |
| 3Y | +5.8% | +1.1% | +4.8% | +2.1% |
| All | +22.2% | +3.6% | +18.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 5y: compounded portfolio wealth divided by compounded GPC 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…
5y analysis · Full analysis span regression · 6 months rolling