+627.7%
GEV vs PODD
-17.5%
+645.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | +3.2% | -6.9% | +10.1% | +4.8% |
| 30D | -4.0% | -3.5% | -0.6% | -3.5% |
| 3M | +3.4% | -13.6% | +17.0% | +5.3% |
| 6M | +14.7% | -42.6% | +57.3% | +35.1% |
| YTD | +45.8% | -51.5% | +97.3% | +82.9% |
| 1Y | +57.4% | -60.9% | +118.3% | +115.7% |
| All | +627.7% | -17.5% | +645.1% | +632.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling