-54.4%
PODD vs GAP
+6.6%
-61.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.5% |
| 7D | -6.9% | -3.2% | -3.7% | -6.5% |
| 30D | -3.5% | -0.7% | -2.8% | -3.5% |
| 3M | -13.6% | -0.5% | -13.1% | -13.8% |
| 6M | -42.6% | -5.0% | -37.6% | -42.7% |
| YTD | -51.5% | -14.7% | -36.8% | -51.0% |
| 1Y | -60.9% | -8.6% | -52.3% | -61.0% |
| 3Y | -19.8% | +108.4% | -128.1% | -33.5% |
| 5Y | -54.4% | +5.8% | -60.2% | -62.3% |
| All | -54.4% | +6.6% | -61.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling