+21.4%
MDLZ vs GPC
+4.8%
+16.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | +8.2% | -6.0% | +14.2% | +9.6% |
| 3M | +8.0% | -7.6% | +15.6% | +9.8% |
| 6M | +9.7% | +24.2% | -14.5% | +4.6% |
| YTD | +26.9% | +2.7% | +24.2% | +25.4% |
| 1Y | +20.9% | +0.2% | +20.7% | +20.1% |
| 3Y | +5.3% | -0.8% | +6.1% | +2.2% |
| 5Y | +21.4% | +4.4% | +17.0% | +12.2% |
| All | +21.4% | +4.8% | +16.5% | +12.2% |
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