-24.7%
PODD vs GFI
+287.6%
-312.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -10.5% | -4.9% | -5.7% | -10.3% |
| 30D | -9.0% | +10.7% | -19.8% | -9.4% |
| 3M | -11.5% | +25.6% | -37.2% | -12.4% |
| 6M | -44.7% | -8.3% | -36.5% | -44.2% |
| YTD | -53.6% | +6.3% | -59.9% | -53.8% |
| 1Y | -61.0% | +22.1% | -83.0% | -61.6% |
| 3Y | -24.7% | +289.2% | -313.9% | -34.2% |
| All | -24.7% | +287.6% | -312.3% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling