+87.9%
MDLZ vs GSK
+80.2%
+7.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | 0.0% | -3.6% | +3.5% | +1.1% |
| 30D | +1.4% | -5.9% | +7.4% | +3.4% |
| 3M | 0.0% | -4.3% | +4.3% | +1.3% |
| 6M | +9.1% | -10.8% | +19.9% | +12.8% |
| YTD | +17.9% | +1.8% | +16.2% | +16.0% |
| 1Y | +3.2% | +23.5% | -20.2% | -5.6% |
| 3Y | -2.5% | +49.5% | -52.0% | -19.1% |
| 5Y | +17.6% | +49.7% | -32.1% | -4.7% |
| 10Y | +87.9% | +81.9% | +6.0% | +40.9% |
| All | +87.9% | +80.2% | +7.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling