-7.3%
GFS vs PODD
-50.0%
+42.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +6.2% | -9.1% | +15.3% | +8.4% |
| 30D | -11.4% | +7.3% | -18.7% | -13.0% |
| 3M | -15.5% | +3.7% | -19.2% | -16.7% |
| 6M | -42.6% | -2.7% | -39.9% | -43.7% |
| YTD | +23.2% | -47.2% | +70.4% | +43.2% |
| 1Y | +23.6% | -54.0% | +77.6% | +49.3% |
| 3Y | -17.2% | -3.3% | -14.0% | -25.3% |
| 5Y | -23.4% | -52.3% | +28.9% | -22.1% |
| All | -7.3% | -50.0% | +42.7% | -5.7% |
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