-33.8%
BIDU vs GFI
+287.6%
-321.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -8.1% | -4.9% | -3.3% | -7.5% |
| 30D | -12.8% | +10.7% | -23.5% | -14.1% |
| 3M | -21.3% | +25.6% | -46.9% | -24.0% |
| 6M | -27.0% | -8.3% | -18.7% | -26.9% |
| YTD | -30.0% | +6.3% | -36.4% | -31.1% |
| 1Y | -18.3% | +22.1% | -40.3% | -20.7% |
| 3Y | -33.8% | +289.2% | -323.0% | -42.2% |
| All | -33.8% | +287.6% | -321.5% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling