-60.1%
PODD vs GTLB
-1.8%
-58.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -10.6% | -4.1% | -6.5% | -9.9% |
| 30D | -6.9% | +12.3% | -19.2% | -8.8% |
| 3M | -10.6% | +65.9% | -76.5% | -17.8% |
| 6M | -43.5% | +104.0% | -147.4% | -49.3% |
| YTD | -52.6% | +26.0% | -78.7% | -55.8% |
| 1Y | -60.1% | -3.5% | -56.6% | -61.8% |
| All | -60.1% | -1.8% | -58.3% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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