+643.2%
GEV vs PODD
-14.9%
+658.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.9% |
| 7D | +8.1% | -4.1% | +12.2% | +9.1% |
| 30D | -1.9% | +0.8% | -2.7% | -2.3% |
| 3M | +4.1% | -6.1% | +10.2% | +3.4% |
| 6M | +23.2% | -40.0% | +63.2% | +43.3% |
| YTD | +48.9% | -49.9% | +98.8% | +85.5% |
| 1Y | +62.2% | -59.3% | +121.5% | +119.8% |
| All | +643.2% | -14.9% | +658.0% | +642.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling