+21.4%
PDD vs GGLL
+188.6%
-167.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | +5.6% | +3.1% | +2.5% | +5.0% |
| 30D | +5.8% | -36.3% | +42.1% | +13.6% |
| 3M | -8.6% | -40.4% | +31.7% | -0.9% |
| 6M | -18.8% | -54.6% | +35.8% | -8.3% |
| YTD | -26.8% | -31.1% | +4.4% | -24.8% |
| 1Y | -39.3% | -19.2% | -20.1% | -40.0% |
| 3Y | -22.5% | +151.5% | -174.0% | -45.0% |
| All | +21.4% | +188.6% | -167.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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