+215.4%
GLD vs PDD
+198.2%
+17.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -2.0% | -3.8% | +1.9% | -1.9% |
| 30D | -4.4% | -2.4% | -2.1% | -4.4% |
| 3M | -8.9% | -12.7% | +3.8% | -8.7% |
| 6M | -16.0% | -20.0% | +4.0% | -15.7% |
| YTD | -7.9% | -30.3% | +22.5% | -7.3% |
| 1Y | -3.9% | -42.4% | +38.5% | -3.1% |
| 3Y | +103.4% | -27.5% | +131.0% | +103.7% |
| 5Y | +109.7% | -14.9% | +124.6% | +108.0% |
| All | +215.4% | +198.2% | +17.3% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling