-50.4%
BIDU vs GFI
+1,066.8%
-1,117.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -8.1% | -4.9% | -3.3% | -7.6% |
| 30D | -12.8% | +10.7% | -23.5% | -13.8% |
| 3M | -21.3% | +25.6% | -46.9% | -23.4% |
| 6M | -27.0% | -8.3% | -18.7% | -26.8% |
| YTD | -30.0% | +6.3% | -36.4% | -31.1% |
| 1Y | -18.3% | +22.1% | -40.3% | -20.8% |
| 3Y | -33.8% | +289.2% | -323.0% | -43.5% |
| 5Y | -44.3% | +531.7% | -576.0% | -54.7% |
| All | -50.4% | +1,066.8% | -1,117.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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