+584.3%
PODD vs GWRE
+736.4%
-152.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | -10.6% | -30.9% | +20.4% | +0.7% |
| 30D | -6.9% | -20.7% | +13.8% | -0.4% |
| 3M | -10.6% | +20.2% | -30.8% | -17.9% |
| 6M | -43.5% | -11.9% | -31.6% | -43.2% |
| YTD | -52.6% | -30.3% | -22.3% | -48.8% |
| 1Y | -60.1% | -44.6% | -15.5% | -53.2% |
| 3Y | -21.7% | +48.8% | -70.5% | -40.1% |
| 5Y | -54.6% | +14.8% | -69.3% | -62.5% |
| 10Y | +228.2% | +128.1% | +100.1% | +104.1% |
| All | +584.3% | +736.4% | -152.0% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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