+651.0%
BIDU vs BG
+229.9%
+421.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -2.4% | +0.5% | -3.0% | -2.8% |
| 30D | -16.0% | +10.3% | -26.3% | -19.3% |
| 3M | -24.0% | -1.9% | -22.1% | -24.3% |
| 6M | -24.9% | +5.2% | -30.1% | -27.5% |
| YTD | -29.6% | +41.2% | -70.7% | -39.2% |
| 1Y | -15.2% | +50.5% | -65.7% | -29.1% |
| 3Y | -32.2% | +19.9% | -52.1% | -39.4% |
| 5Y | -43.8% | +86.7% | -130.5% | -59.4% |
| 10Y | -49.5% | +167.5% | -216.9% | -71.1% |
| All | +651.0% | +229.9% | +421.1% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling