+537.5%
GS vs PODD
+767.5%
-230.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.5% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | -1.6% | +10.7% | -12.2% | -4.0% |
| 3M | -4.5% | +0.7% | -5.2% | -6.2% |
| 6M | +20.9% | -39.3% | +60.2% | +32.8% |
| YTD | +19.9% | -48.1% | +68.0% | +36.6% |
| 1Y | +41.4% | -57.4% | +98.8% | +68.1% |
| 3Y | +239.2% | -23.3% | +262.4% | +238.8% |
| 5Y | +185.0% | -51.3% | +236.3% | +205.1% |
| 10Y | +655.0% | +242.0% | +412.9% | +341.3% |
| All | +537.5% | +767.5% | -230.0% | +91.5% |
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