-51.5%
PODD vs GTLB
-47.1%
-4.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | +1.6% | +11.1% | -9.4% | -0.2% |
| 30D | +10.7% | +37.8% | -27.1% | +4.9% |
| 3M | +0.7% | +61.6% | -60.8% | -7.0% |
| 6M | -39.3% | +98.9% | -138.2% | -46.1% |
| YTD | -48.1% | +32.8% | -80.9% | -51.2% |
| 1Y | -57.4% | +14.7% | -72.1% | -59.3% |
| 3Y | -23.3% | +1.3% | -24.6% | -28.6% |
| All | -51.5% | -47.1% | -4.4% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling