-19.4%
GFS vs PODD
-22.7%
+3.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | -8.6% | +10.7% | -19.3% | -9.7% |
| 3M | -46.5% | +0.7% | -47.3% | -47.2% |
| 6M | -4.8% | -39.3% | +34.5% | +3.6% |
| YTD | +29.7% | -48.1% | +77.8% | +46.3% |
| 1Y | +35.8% | -57.4% | +93.3% | +60.0% |
| All | -19.4% | -22.7% | +3.3% | -23.7% |
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 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