-39.6%
BIDU vs FGI
+50.2%
-89.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | -0.1% |
| 7D | -0.8% | +6.9% | -7.7% | -1.0% |
| 30D | -5.4% | +3.9% | -9.3% | -5.5% |
| 3M | -24.7% | +74.3% | -99.0% | -27.0% |
| 6M | -45.3% | +28.9% | -74.2% | -46.4% |
| YTD | -39.0% | +39.1% | -78.1% | -41.9% |
| 1Y | -39.6% | +49.3% | -88.9% | -44.4% |
| All | -39.6% | +50.2% | -89.7% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling