+506.2%
MDLZ vs GSK
+200.2%
+306.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +0.1% | +4.9% | -4.8% | -1.5% |
| 30D | +10.0% | +10.8% | -0.9% | +6.4% |
| 3M | +7.1% | -1.8% | +8.9% | +7.5% |
| 6M | +9.8% | +4.1% | +5.7% | +8.0% |
| YTD | +26.6% | +7.9% | +18.8% | +22.3% |
| 1Y | +20.3% | +14.4% | +5.9% | +13.9% |
| 3Y | +5.4% | +68.1% | -62.7% | -14.3% |
| 5Y | +22.2% | +47.7% | -25.5% | +2.3% |
| 10Y | +92.2% | +100.5% | -8.3% | +43.0% |
| All | +506.2% | +200.2% | +306.0% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling