-4.6%
GS vs PODD
-8.6%
+4.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -6.9% |
| 7D | -6.3% | +2.4% | -8.7% | -5.9% |
| 30D | -3.1% | +15.9% | -19.0% | -0.8% |
| 3M | -17.7% | +17.2% | -34.8% | -15.2% |
| 6M | -4.6% | -6.8% | +2.3% | -3.2% |
| All | -4.6% | -8.6% | +4.1% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling