+330.4%
PODD vs GAP
+2.4%
+328.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -4.4% | -5.2% | +0.8% | -3.7% |
| 30D | +8.1% | -6.9% | +15.0% | +9.1% |
| 3M | +2.9% | +5.7% | -2.8% | +2.0% |
| 6M | -5.7% | +0.9% | -6.6% | -6.4% |
| YTD | -47.5% | -14.5% | -33.0% | -47.0% |
| 1Y | -55.7% | -12.1% | -43.6% | -55.5% |
| 3Y | -3.7% | +72.2% | -75.9% | -15.3% |
| 5Y | -52.6% | +4.5% | -57.1% | -57.4% |
| All | +330.4% | +2.4% | +328.0% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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