-22.8%
GIS vs PODD
-54.5%
+31.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | -8.6% | -6.9% | -1.7% | -8.2% |
| 30D | -0.5% | -3.5% | +3.0% | -0.3% |
| 3M | +11.9% | -13.6% | +25.5% | +12.6% |
| 6M | -11.6% | -42.6% | +31.0% | -9.9% |
| YTD | -16.3% | -51.5% | +35.2% | -14.2% |
| 1Y | -21.8% | -60.9% | +39.2% | -19.2% |
| 3Y | -35.7% | -19.8% | -15.9% | -35.9% |
| All | -22.8% | -54.5% | +31.7% | -22.5% |
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