+22.7%
PDD vs GGLL
+184.7%
-161.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +3.0% |
| 7D | +5.9% | -1.3% | +7.2% | +6.1% |
| 30D | +7.1% | -36.3% | +43.3% | +15.0% |
| 3M | -7.7% | -42.7% | +35.0% | +0.9% |
| 6M | -13.2% | -53.1% | +39.8% | -2.6% |
| YTD | -26.0% | -32.1% | +6.1% | -23.7% |
| 1Y | -38.4% | -20.1% | -18.4% | -39.0% |
| 3Y | -21.1% | +151.7% | -172.8% | -44.1% |
| All | +22.7% | +184.7% | -161.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling