+204.7%
GLDM vs PODD
+67.0%
+137.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -4.6% | +4.1% | -8.7% | -4.7% |
| 30D | -5.5% | +13.9% | -19.3% | -5.9% |
| 3M | -10.9% | +4.1% | -15.0% | -11.0% |
| 6M | -17.3% | +2.4% | -19.8% | -17.6% |
| YTD | -10.2% | -46.4% | +36.2% | -8.3% |
| 1Y | -6.9% | -54.2% | +47.2% | -4.4% |
| 3Y | +98.7% | -6.9% | +105.5% | +96.7% |
| 5Y | +106.7% | -51.6% | +158.3% | +108.5% |
| All | +204.7% | +67.0% | +137.7% | +196.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling