-23.1%
GFS vs PODD
+11.9%
-35.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.2% | +12.4% | +3.9% |
| 7D | -7.8% | -2.1% | -5.7% | -6.8% |
| 30D | -19.7% | +9.0% | -28.7% | -14.0% |
| 3M | -23.1% | +5.2% | -28.3% | -17.9% |
| All | -23.1% | +11.9% | -35.0% | -17.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling