+188.6%
GS vs PODD
-5.6%
+194.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +0.4% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -2.4% | +9.0% | -11.5% | -3.3% |
| 3M | -15.7% | +5.2% | -20.9% | -16.2% |
| 6M | -6.8% | -3.2% | -3.6% | -7.6% |
| YTD | -0.1% | -48.5% | +48.4% | +11.4% |
| 1Y | +12.1% | -54.7% | +66.8% | +27.7% |
| All | +188.6% | -5.6% | +194.2% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling