+195.4%
BIDU vs BTG
+371.8%
-176.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.3% |
| 7D | -5.2% | -5.5% | +0.2% | -4.6% |
| 30D | -14.5% | +6.1% | -20.6% | -15.0% |
| 3M | -22.9% | +38.6% | -61.5% | -25.9% |
| 6M | -27.8% | +0.7% | -28.5% | -28.4% |
| YTD | -30.7% | +20.3% | -51.0% | -32.7% |
| 1Y | -15.8% | +25.0% | -40.9% | -18.9% |
| 3Y | -33.2% | +97.3% | -130.5% | -39.4% |
| 5Y | -44.8% | +78.3% | -123.1% | -49.6% |
| 10Y | -50.3% | +151.6% | -201.9% | -57.7% |
| All | +195.4% | +371.8% | -176.4% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling