+188.7%
GD vs PODD
+240.0%
-51.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -5.3% | +1.6% | -6.9% | -5.4% |
| 30D | -6.4% | +10.7% | -17.1% | -7.5% |
| 3M | +5.7% | +0.7% | +5.0% | +5.1% |
| 6M | -0.9% | -39.3% | +38.3% | +3.7% |
| YTD | +8.2% | -48.1% | +56.3% | +15.2% |
| 1Y | +13.4% | -57.4% | +70.9% | +23.3% |
| 3Y | +68.5% | -23.3% | +91.8% | +68.0% |
| 5Y | +97.2% | -51.3% | +148.4% | +103.8% |
| All | +188.7% | +240.0% | -51.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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