-8.8%
PODD vs GGLL
+172.3%
-181.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.9% |
| 7D | -4.4% | +11.5% | -15.9% | -5.7% |
| 30D | +8.1% | -31.2% | +39.3% | +12.4% |
| 3M | +2.9% | -28.7% | +31.6% | +6.4% |
| 6M | -5.7% | -47.2% | +41.5% | +0.8% |
| YTD | -47.5% | -24.3% | -23.2% | -46.9% |
| 1Y | -55.7% | -12.0% | -43.7% | -56.2% |
| All | -8.8% | +172.3% | -181.1% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling