-39.3%
PDD vs GGLL
-19.4%
-19.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | +5.6% | +3.1% | +2.5% | +5.2% |
| 30D | +5.8% | -36.3% | +42.1% | +11.1% |
| 3M | -8.6% | -40.4% | +31.7% | -3.3% |
| 6M | -18.8% | -54.6% | +35.8% | -11.3% |
| YTD | -26.8% | -31.1% | +4.4% | -26.5% |
| 1Y | -39.3% | -19.2% | -20.1% | -40.2% |
| All | -39.3% | -19.4% | -19.9% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling