-32.9%
BIDU vs GGLL
+309.0%
-342.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | +0.6% |
| 7D | -2.4% | -3.9% | +1.5% | -1.5% |
| 30D | -16.0% | -15.4% | -0.6% | -12.6% |
| 3M | -24.0% | -21.9% | -2.1% | -20.4% |
| 6M | -24.9% | +4.5% | -29.4% | -27.4% |
| YTD | -29.6% | -2.4% | -27.2% | -31.1% |
| 1Y | -15.2% | +57.8% | -72.9% | -26.9% |
| 3Y | -32.2% | +227.2% | -259.4% | -56.8% |
| All | -32.9% | +309.0% | -342.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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