+190.4%
PDD vs GME
+668.5%
-478.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -7.6% | +6.0% | -13.6% | -7.9% |
| 30D | -5.4% | -5.9% | +0.5% | -5.2% |
| 3M | -12.9% | +38.2% | -51.1% | -14.1% |
| 6M | -19.0% | +14.5% | -33.5% | -19.5% |
| YTD | -31.6% | +27.6% | -59.2% | -32.4% |
| 1Y | -43.0% | +19.9% | -63.0% | -43.5% |
| 3Y | -28.9% | +104.3% | -133.2% | -34.5% |
| 5Y | -18.4% | -49.3% | +30.9% | -23.4% |
| All | +190.4% | +668.5% | -478.1% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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