-12.3%
GFS vs PODD
-50.1%
+37.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.4% |
| 7D | -3.1% | -2.5% | -0.7% | -2.8% |
| 30D | -16.0% | +10.7% | -26.8% | -18.1% |
| 3M | -24.7% | +6.1% | -30.8% | -26.2% |
| 6M | -45.1% | -2.8% | -42.3% | -46.1% |
| YTD | +16.5% | -47.3% | +63.8% | +35.4% |
| 1Y | +19.3% | -53.2% | +72.5% | +43.3% |
| 3Y | -20.0% | -2.0% | -17.9% | -28.2% |
| 5Y | -32.0% | -52.9% | +20.9% | -30.8% |
| All | -12.3% | -50.1% | +37.7% | -10.8% |
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