-34.7%
GFS vs PODD
-52.5%
+17.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.2% | +12.4% | +7.5% |
| 7D | -7.8% | -2.1% | -5.7% | -7.6% |
| 30D | -19.7% | +9.0% | -28.7% | -21.5% |
| 3M | -23.1% | +5.2% | -28.3% | -24.5% |
| 6M | -46.4% | -3.2% | -43.2% | -47.5% |
| YTD | +11.0% | -48.5% | +59.5% | +29.9% |
| 1Y | +12.6% | -54.7% | +67.3% | +36.7% |
| 3Y | -24.9% | -7.8% | -17.1% | -31.5% |
| All | -34.7% | -52.5% | +17.8% | -30.3% |
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