-23.5%
GFS vs PODD
-52.9%
+29.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +17.2% | -4.4% | +21.6% | +18.2% |
| 30D | -8.7% | +8.1% | -16.8% | -10.6% |
| 3M | -19.7% | +2.9% | -22.6% | -20.7% |
| 6M | -40.7% | -5.7% | -35.0% | -41.3% |
| YTD | +22.5% | -47.5% | +70.0% | +42.8% |
| 1Y | +25.2% | -55.7% | +80.9% | +53.5% |
| 3Y | -17.7% | -3.7% | -13.9% | -25.9% |
| 5Y | -23.5% | -52.6% | +29.0% | -19.0% |
| All | -23.5% | -52.9% | +29.3% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling