+118.3%
GIS vs PODD
+778.2%
-659.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -8.1% | -4.4% | -3.7% | -7.8% |
| 30D | +5.3% | +8.1% | -2.8% | +4.8% |
| 3M | -10.5% | +2.9% | -13.5% | -10.7% |
| 6M | +1.8% | -5.7% | +7.5% | +2.0% |
| YTD | -22.9% | -47.5% | +24.5% | -20.6% |
| 1Y | -22.9% | -55.7% | +32.7% | -19.9% |
| 3Y | -40.5% | -3.7% | -36.8% | -41.2% |
| 5Y | -34.9% | -52.6% | +17.7% | -33.8% |
| 10Y | -19.0% | +320.3% | -339.3% | -29.3% |
| All | +118.3% | +778.2% | -659.9% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling