-14.9%
PDD vs GIS
-33.3%
+18.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.6% |
| 7D | -4.1% | -7.8% | +3.8% | -4.3% |
| 30D | -9.6% | +6.6% | -16.2% | -9.4% |
| 3M | -4.3% | +21.0% | -25.2% | -3.1% |
| 6M | -18.8% | -9.1% | -9.7% | -19.9% |
| YTD | -27.5% | -13.6% | -13.9% | -28.8% |
| 1Y | -33.6% | -18.0% | -15.6% | -34.9% |
| All | -14.9% | -33.3% | +18.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling