+25.3%
GPN vs PODD
+223.0%
-197.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -4.6% | -10.5% | +5.9% | -1.9% |
| 30D | -0.3% | -9.0% | +8.8% | +2.0% |
| 3M | +35.4% | -11.5% | +47.0% | +38.6% |
| 6M | +21.7% | -44.7% | +66.4% | +39.3% |
| YTD | +14.9% | -53.6% | +68.5% | +37.4% |
| 1Y | +3.2% | -61.0% | +64.1% | +28.5% |
| 3Y | -27.1% | -24.7% | -2.4% | -26.3% |
| 5Y | -44.4% | -55.5% | +11.1% | -37.9% |
| All | +25.3% | +223.0% | -197.6% | -12.3% |
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 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