+197.4%
PDD vs GIS
+9.3%
+188.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -1.0% | +1.5% | -2.5% | -0.9% |
| 30D | -2.4% | +9.2% | -11.6% | -1.8% |
| 3M | -14.6% | -5.4% | -9.2% | -14.9% |
| 6M | -19.6% | +3.4% | -23.0% | -19.2% |
| YTD | -30.0% | -20.5% | -9.5% | -31.2% |
| 1Y | -42.5% | -20.0% | -22.5% | -43.5% |
| 3Y | -27.2% | -38.6% | +11.4% | -29.7% |
| 5Y | -8.2% | -33.1% | +24.9% | -10.5% |
| All | +197.4% | +9.3% | +188.1% | +201.3% |
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