+207.9%
PDD vs GLDM
+257.2%
-49.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -0.5% | -3.5% | -3.9% |
| 30D | -9.6% | +4.4% | -14.0% | -10.8% |
| 3M | -4.3% | -1.1% | -3.2% | -4.1% |
| 6M | -18.8% | -13.7% | -5.1% | -15.5% |
| YTD | -27.5% | +2.8% | -30.3% | -28.6% |
| 1Y | -33.6% | +24.8% | -58.5% | -38.6% |
| 3Y | -20.4% | +127.8% | -148.2% | -42.0% |
| 5Y | -19.6% | +141.1% | -160.7% | -43.6% |
| All | +207.9% | +257.2% | -49.3% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling