+207.9%
PDD vs GIS
+18.7%
+189.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.5% |
| 7D | -4.1% | -7.8% | +3.8% | -4.6% |
| 30D | -9.6% | +6.6% | -16.2% | -9.2% |
| 3M | -4.3% | +21.0% | -25.2% | -2.7% |
| 6M | -18.8% | -9.1% | -9.7% | -19.5% |
| YTD | -27.5% | -13.6% | -13.9% | -28.4% |
| 1Y | -33.6% | -18.0% | -15.6% | -34.7% |
| 3Y | -20.4% | -33.7% | +13.3% | -22.8% |
| 5Y | -19.6% | -19.4% | -0.1% | -21.2% |
| All | +207.9% | +18.7% | +189.2% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling