+157.4%
GS vs PODD
-53.5%
+210.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +1.6% | -4.4% | +6.0% | +2.3% |
| 30D | +1.7% | +9.4% | -7.8% | +0.2% |
| 3M | -11.6% | +3.6% | -15.2% | -12.2% |
| 6M | -1.9% | -4.0% | +2.1% | -2.6% |
| YTD | +5.1% | -47.9% | +53.0% | +17.0% |
| 1Y | +16.4% | -53.8% | +70.2% | +32.5% |
| 3Y | +199.0% | -4.5% | +203.5% | +190.2% |
| 5Y | +157.4% | -51.9% | +209.3% | +178.2% |
| All | +157.4% | -53.5% | +210.9% | +178.2% |
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