-14.4%
PDD vs GTLB
-50.0%
+35.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | -1.4% | -9.6% | +8.1% | +0.9% |
| 30D | -1.0% | -14.5% | +13.4% | +2.3% |
| 3M | -12.3% | +20.9% | -33.2% | -17.3% |
| 6M | -18.5% | +81.4% | -99.9% | -31.4% |
| YTD | -29.0% | +25.6% | -54.6% | -35.6% |
| 1Y | -40.7% | +3.4% | -44.2% | -43.6% |
| 3Y | -25.7% | +8.9% | -34.6% | -38.8% |
| 5Y | -3.3% | -64.0% | +60.7% | -31.8% |
| All | -14.4% | -50.0% | +35.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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