-44.0%
BIDU vs BTG
+78.0%
-122.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -8.1% | -3.8% | -4.4% | -7.2% |
| 30D | -12.8% | +3.6% | -16.5% | -13.6% |
| 3M | -21.3% | +32.0% | -53.3% | -27.2% |
| 6M | -27.0% | +3.4% | -30.3% | -28.6% |
| YTD | -30.0% | +20.8% | -50.8% | -34.9% |
| 1Y | -18.3% | +22.4% | -40.7% | -25.3% |
| 3Y | -33.8% | +91.7% | -125.6% | -48.9% |
| All | -44.0% | +78.0% | -122.0% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling