+743.9%
PODD vs GFI
+356.9%
+386.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.1% |
| 7D | -10.6% | -5.1% | -5.4% | -10.2% |
| 30D | -6.9% | +13.4% | -20.4% | -8.0% |
| 3M | -10.6% | +36.2% | -46.9% | -13.4% |
| 6M | -43.5% | -9.8% | -33.6% | -43.4% |
| YTD | -52.6% | +7.7% | -60.3% | -53.5% |
| 1Y | -60.1% | +27.2% | -87.3% | -61.7% |
| 3Y | -21.7% | +300.3% | -322.0% | -33.5% |
| 5Y | -54.6% | +539.8% | -594.3% | -63.5% |
| 10Y | +228.2% | +1,058.5% | -830.3% | +138.5% |
| All | +743.9% | +356.9% | +386.9% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling