-35.7%
BIDU vs GAP
+10.4%
-46.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.0% | -3.5% | +4.6% |
| 7D | +1.2% | +8.0% | -6.8% | +1.3% |
| 30D | -7.5% | +2.7% | -10.2% | -7.6% |
| 3M | -28.6% | +16.0% | -44.6% | -28.0% |
| 6M | -36.9% | +2.0% | -38.9% | -36.5% |
| YTD | -38.4% | -4.4% | -34.0% | -37.6% |
| 1Y | -35.7% | +9.2% | -44.8% | -35.6% |
| All | -35.7% | +10.4% | -46.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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