-22.5%
PDD vs GIS
-37.4%
+14.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.1% |
| 7D | +5.6% | +3.6% | +2.1% | +5.6% |
| 30D | +5.8% | +13.9% | -8.1% | +5.9% |
| 3M | -8.6% | +0.3% | -8.9% | -8.6% |
| 6M | -18.8% | +5.0% | -23.8% | -18.6% |
| YTD | -26.8% | -18.4% | -8.4% | -28.2% |
| 1Y | -39.3% | -17.4% | -21.8% | -40.5% |
| 3Y | -22.5% | -36.9% | +14.4% | -23.1% |
| All | -22.5% | -37.4% | +14.9% | -23.1% |
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