+251.4%
GLD vs PDD
+210.2%
+41.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -4.1% | +3.5% | -0.4% |
| 30D | +4.4% | -9.6% | +14.0% | +4.6% |
| 3M | -1.1% | -4.3% | +3.2% | -1.0% |
| 6M | -13.8% | -18.8% | +5.0% | -13.5% |
| YTD | +2.6% | -27.5% | +30.1% | +3.2% |
| 1Y | +24.5% | -33.6% | +58.1% | +25.3% |
| 3Y | +125.8% | -20.4% | +146.3% | +125.7% |
| 5Y | +137.8% | -19.6% | +157.4% | +135.9% |
| All | +251.4% | +210.2% | +41.1% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling