+207.7%
PDD vs GLDM
+227.3%
-19.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +5.5% | -1.9% | +7.3% | +6.0% |
| 3M | -9.8% | -0.4% | -9.4% | -9.9% |
| 6M | -16.0% | -10.1% | -5.9% | -13.6% |
| YTD | -27.6% | -5.8% | -21.7% | -26.9% |
| 1Y | -38.6% | +3.1% | -41.7% | -39.8% |
| 3Y | -22.8% | +103.4% | -126.2% | -41.7% |
| 5Y | -5.2% | +125.5% | -130.7% | -32.2% |
| All | +207.7% | +227.3% | -19.6% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling