-42.9%
PODD vs GGLL
+206.6%
-249.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.7% |
| 7D | -9.1% | +2.9% | -12.0% | -9.4% |
| 30D | +7.3% | -33.1% | +40.4% | +12.8% |
| 3M | +3.7% | -31.2% | +34.9% | +8.3% |
| 6M | -2.7% | -49.4% | +46.7% | +5.6% |
| YTD | -47.2% | -26.8% | -20.4% | -46.4% |
| 1Y | -54.0% | -17.7% | -36.3% | -54.3% |
| 3Y | -3.3% | +160.4% | -163.7% | -26.3% |
| All | -42.9% | +206.6% | -249.6% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling