+211.0%
PDD vs GIS
+12.2%
+198.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.2% |
| 7D | +5.6% | +3.6% | +2.1% | +5.8% |
| 30D | +5.8% | +13.9% | -8.1% | +6.6% |
| 3M | -8.6% | +0.3% | -8.9% | -8.5% |
| 6M | -18.8% | +5.0% | -23.8% | -18.4% |
| YTD | -26.8% | -18.4% | -8.4% | -28.0% |
| 1Y | -39.3% | -17.4% | -21.8% | -40.2% |
| 3Y | -22.5% | -36.9% | +14.4% | -25.1% |
| 5Y | -0.8% | -30.4% | +29.6% | -3.1% |
| All | +211.0% | +12.2% | +198.8% | +215.5% |
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