-15.2%
BIDU vs GGLL
+64.8%
-80.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.4% |
| 3M | -24.0% | -21.9% | -2.1% | -20.3% |
| 6M | -24.9% | +4.5% | -29.4% | -28.2% |
| YTD | -29.6% | -2.4% | -27.2% | -31.8% |
| 1Y | -15.2% | +57.8% | -72.9% | -27.8% |
| All | -15.2% | +64.8% | -80.0% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling