-43.9%
PODD vs GGLL
+328.7%
-372.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -1.7% |
| 7D | +1.6% | -4.8% | +6.4% | +2.3% |
| 30D | +10.7% | -13.7% | +24.4% | +13.0% |
| 3M | +0.7% | -21.9% | +22.6% | +4.0% |
| 6M | -39.3% | +11.7% | -50.9% | -41.2% |
| YTD | -48.1% | +2.3% | -50.4% | -49.3% |
| 1Y | -57.4% | +76.2% | -133.6% | -62.1% |
| 3Y | -23.3% | +245.0% | -268.3% | -43.4% |
| All | -43.9% | +328.7% | -372.6% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling