-45.8%
BIDU vs FGI
-70.6%
+24.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.0% |
| 7D | +7.2% | -7.0% | +14.1% | +7.4% |
| 30D | -4.0% | -4.2% | +0.2% | -4.0% |
| 3M | -25.1% | +55.6% | -80.7% | -27.6% |
| 6M | -41.8% | -3.2% | -38.6% | -42.9% |
| YTD | -37.3% | +29.1% | -66.5% | -40.4% |
| 1Y | -35.6% | +51.0% | -86.5% | -39.4% |
| 3Y | -24.5% | +1.5% | -26.0% | -30.9% |
| All | -45.8% | -70.6% | +24.8% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling