-48.5%
PODD vs GGLL
-11.6%
-36.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.5% | 0.0% | +5.9% |
| 7D | +10.8% | -23.1% | +33.9% | +13.1% |
| 30D | +21.7% | -32.9% | +54.6% | +26.4% |
| 3M | -1.1% | -44.9% | +43.8% | +5.6% |
| 6M | -3.7% | -49.5% | +45.8% | +2.9% |
| YTD | -41.9% | -28.9% | -13.0% | -41.6% |
| 1Y | -48.5% | -12.2% | -36.3% | -51.2% |
| All | -48.5% | -11.6% | -36.9% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling