-48.6%
BIDU vs FGI
-66.3%
+17.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.8% | -2.8% |
| 7D | -2.3% | +13.5% | -15.8% | -2.7% |
| 30D | -7.3% | +17.1% | -24.4% | -7.8% |
| 3M | -26.0% | +78.0% | -104.0% | -28.7% |
| 6M | -44.5% | +46.4% | -91.0% | -46.4% |
| YTD | -40.6% | +47.7% | -88.3% | -43.7% |
| 1Y | -39.8% | +56.8% | -96.6% | -43.4% |
| 3Y | -26.7% | +12.3% | -39.0% | -32.8% |
| All | -48.6% | -66.3% | +17.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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