+236.1%
PODD vs CG
+324.5%
-88.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.6% |
| 7D | -6.9% | -6.4% | -0.5% | -4.5% |
| 30D | -3.5% | -7.1% | +3.6% | -0.9% |
| 3M | -13.6% | -1.6% | -12.0% | -13.6% |
| 6M | -42.6% | -8.3% | -34.3% | -41.3% |
| YTD | -51.5% | -23.8% | -27.7% | -47.2% |
| 1Y | -60.9% | -28.7% | -32.2% | -56.6% |
| 3Y | -19.8% | +49.2% | -68.9% | -37.5% |
| 5Y | -54.4% | +5.5% | -59.9% | -60.3% |
| 10Y | +236.1% | +331.2% | -95.2% | +57.7% |
| All | +236.1% | +324.5% | -88.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling