-14.8%
BIDU vs FGI
+93.1%
-107.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.9% | -8.8% | -7.0% |
| 7D | -2.4% | +5.2% | -7.6% | -2.6% |
| 30D | -15.6% | +65.2% | -80.8% | -18.7% |
| 3M | -22.3% | +30.2% | -52.5% | -24.5% |
| 6M | -22.3% | +87.8% | -110.1% | -27.7% |
| YTD | -29.2% | +32.5% | -61.6% | -33.0% |
| 1Y | -14.8% | +93.6% | -108.4% | -23.1% |
| All | -14.8% | +93.1% | -107.9% | -23.1% |
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