+191.4%
PDD vs GFI
+1,452.6%
-1,261.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -5.4% | -4.9% | -0.5% | -4.9% |
| 30D | -12.6% | +10.7% | -23.3% | -13.6% |
| 3M | -4.3% | +25.6% | -29.9% | -6.9% |
| 6M | -24.4% | -8.3% | -16.2% | -24.3% |
| YTD | -31.4% | +6.3% | -37.7% | -32.5% |
| 1Y | -38.1% | +22.1% | -60.2% | -40.3% |
| 3Y | -20.1% | +289.2% | -309.3% | -33.2% |
| 5Y | -25.0% | +531.7% | -556.7% | -40.8% |
| All | +191.4% | +1,452.6% | -1,261.1% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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