+454.2%
MDLZ vs GPC
+963.8%
-509.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -2.1% | +6.0% | -8.1% | -4.0% |
| 3M | +1.3% | +42.6% | -41.3% | -10.2% |
| 6M | +6.2% | +22.8% | -16.6% | -1.5% |
| YTD | +15.8% | +15.5% | +0.3% | +9.1% |
| 1Y | +4.1% | +2.0% | +2.1% | +2.0% |
| 3Y | -4.1% | -1.4% | -2.7% | -7.9% |
| 5Y | +13.4% | +30.6% | -17.2% | -3.1% |
| 10Y | +75.7% | +80.6% | -4.9% | +25.7% |
| All | +454.2% | +963.8% | -509.5% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling