+433.4%
GS vs PODD
+818.4%
-385.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -5.1% |
| 7D | -6.3% | +2.4% | -8.7% | -6.8% |
| 30D | -3.1% | +15.9% | -19.0% | -6.4% |
| 3M | -17.7% | +17.2% | -34.8% | -20.9% |
| 6M | -4.6% | -6.8% | +2.3% | -5.1% |
| YTD | +0.3% | -45.1% | +45.4% | +12.6% |
| 1Y | +11.7% | -50.3% | +62.1% | +28.1% |
| 3Y | +183.6% | -4.0% | +187.5% | +170.1% |
| 5Y | +141.0% | -49.3% | +190.3% | +155.6% |
| 10Y | +507.4% | +343.1% | +164.3% | +234.0% |
| All | +433.4% | +818.4% | -385.0% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling