-59.3%
PODD vs GGLL
+70.5%
-129.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | +0.8% | -9.7% | +10.5% | +2.0% |
| 3M | -6.1% | -18.0% | +11.9% | -3.7% |
| 6M | -40.0% | +15.3% | -55.2% | -41.5% |
| YTD | -49.9% | +2.2% | -52.1% | -50.9% |
| 1Y | -59.3% | +73.1% | -132.4% | -62.3% |
| All | -59.3% | +70.5% | -129.8% | -62.3% |
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