+20.2%
PDD vs GGLL
+328.7%
-308.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | -4.1% | -4.8% | +0.7% | -3.2% |
| 30D | -9.6% | -13.7% | +4.1% | -7.1% |
| 3M | -4.3% | -21.9% | +17.6% | -0.7% |
| 6M | -18.8% | +11.7% | -30.4% | -22.4% |
| YTD | -27.5% | +2.3% | -29.8% | -29.8% |
| 1Y | -33.6% | +76.2% | -109.8% | -43.2% |
| 3Y | -20.4% | +245.0% | -265.4% | -45.8% |
| All | +20.2% | +328.7% | -308.5% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling