+191.4%
PDD vs GDDY
+24.3%
+167.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | -5.4% | -3.2% | -2.2% | -4.3% |
| 30D | -12.6% | +6.8% | -19.4% | -15.6% |
| 3M | -4.3% | +30.5% | -34.8% | -16.4% |
| 6M | -24.4% | +13.3% | -37.7% | -30.8% |
| YTD | -31.4% | -21.0% | -10.4% | -27.4% |
| 1Y | -38.1% | -34.0% | -4.1% | -29.3% |
| 3Y | -20.1% | +33.1% | -53.2% | -40.0% |
| 5Y | -25.0% | +30.3% | -55.3% | -43.8% |
| All | +191.4% | +24.3% | +167.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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