-4.5%
MDLZ vs GSK
+62.2%
-66.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -2.1% | -2.2% | +0.1% | -1.8% |
| 3M | +1.3% | -1.8% | +3.1% | +1.6% |
| 6M | +6.2% | -10.6% | +16.8% | +8.0% |
| YTD | +15.8% | +4.4% | +11.4% | +14.4% |
| 1Y | +4.1% | +30.4% | -26.3% | -1.7% |
| All | -4.5% | +62.2% | -66.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling