+194.4%
PDD vs GDDY
+18.6%
+175.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -4.4% | -8.1% | +3.7% | -1.4% |
| 30D | -15.5% | +2.3% | -17.8% | -17.0% |
| 3M | -4.1% | +14.7% | -18.8% | -11.8% |
| 6M | -23.4% | +2.1% | -25.5% | -26.8% |
| YTD | -30.7% | -24.6% | -6.1% | -25.3% |
| 1Y | -37.6% | -37.1% | -0.5% | -27.4% |
| 3Y | -17.5% | +25.5% | -43.1% | -36.6% |
| 5Y | -24.6% | +24.2% | -48.9% | -42.5% |
| All | +194.4% | +18.6% | +175.8% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling