-23.8%
PDD vs GIS
-21.0%
-2.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.2% |
| 7D | -4.1% | -8.3% | +4.2% | -5.1% |
| 30D | -13.1% | +2.2% | -15.3% | -12.8% |
| 3M | -3.5% | +15.7% | -19.2% | -1.3% |
| 6M | -21.8% | -12.0% | -9.8% | -23.7% |
| YTD | -29.7% | -15.0% | -14.7% | -31.6% |
| 1Y | -36.2% | -20.1% | -16.1% | -38.5% |
| 3Y | -16.4% | -34.6% | +18.3% | -21.6% |
| 5Y | -23.8% | -22.8% | -1.0% | -23.4% |
| All | -23.8% | -21.0% | -2.8% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling