-16.0%
PDD vs GTLB
-49.8%
+33.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -3.8% | -9.6% | +5.8% | -1.6% |
| 30D | -2.4% | -15.5% | +13.2% | +1.2% |
| 3M | -12.7% | +12.4% | -25.1% | -16.2% |
| 6M | -20.0% | +84.6% | -104.6% | -32.9% |
| YTD | -30.3% | +26.1% | -56.4% | -36.8% |
| 1Y | -42.4% | +1.7% | -44.1% | -44.9% |
| 3Y | -27.5% | +6.1% | -33.6% | -39.8% |
| 5Y | -14.9% | -61.1% | +46.2% | -39.7% |
| All | -16.0% | -49.8% | +33.8% | -39.6% |
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