-54.6%
PODD vs GTLB
-50.8%
-3.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.8% |
| 7D | -6.9% | -6.6% | -0.3% | -5.9% |
| 30D | -3.5% | +13.7% | -17.2% | -5.6% |
| 3M | -13.6% | +52.9% | -66.5% | -19.5% |
| 6M | -42.6% | +88.5% | -131.1% | -48.6% |
| YTD | -51.5% | +23.4% | -74.9% | -53.9% |
| 1Y | -60.9% | -3.8% | -57.1% | -61.6% |
| 3Y | -19.8% | -11.5% | -8.3% | -23.7% |
| All | -54.6% | -50.8% | -3.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling