+361.8%
GS vs PDD
+199.6%
+162.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +1.6% | -1.0% | +2.5% | +1.6% |
| 30D | +1.7% | -2.4% | +4.1% | +1.8% |
| 3M | -11.6% | -14.6% | +3.0% | -10.6% |
| 6M | -1.9% | -19.6% | +17.7% | -0.5% |
| YTD | +5.1% | -30.0% | +35.0% | +7.7% |
| 1Y | +16.4% | -42.5% | +58.9% | +21.2% |
| 3Y | +199.0% | -27.2% | +226.1% | +199.7% |
| 5Y | +157.4% | -8.2% | +165.6% | +141.2% |
| All | +361.8% | +199.6% | +162.2% | +251.9% |
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