-50.4%
BIDU vs BG
+166.7%
-217.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -8.1% | +3.1% | -11.2% | -9.0% |
| 30D | -12.8% | +10.2% | -23.0% | -15.4% |
| 3M | -21.3% | -1.7% | -19.6% | -21.4% |
| 6M | -27.0% | +1.0% | -27.9% | -28.0% |
| YTD | -30.0% | +39.9% | -70.0% | -37.4% |
| 1Y | -18.3% | +53.2% | -71.5% | -29.2% |
| 3Y | -33.8% | +16.3% | -50.1% | -38.8% |
| 5Y | -44.3% | +83.9% | -128.2% | -56.7% |
| All | -50.4% | +166.7% | -217.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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