+190.4%
PDD vs GIS
+5.9%
+184.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -2.0% |
| 7D | -7.6% | -8.1% | +0.4% | -8.0% |
| 30D | -5.4% | +5.3% | -10.7% | -5.1% |
| 3M | -12.9% | -10.5% | -2.4% | -13.5% |
| 6M | -19.0% | +1.8% | -20.8% | -18.7% |
| YTD | -31.6% | -22.9% | -8.7% | -33.0% |
| 1Y | -43.0% | -22.9% | -20.1% | -44.1% |
| 3Y | -28.9% | -40.5% | +11.6% | -31.5% |
| 5Y | -18.4% | -34.9% | +16.5% | -20.6% |
| All | +190.4% | +5.9% | +184.5% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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