-41.0%
BIDU vs GGLL
+195.8%
-236.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.6% |
| 7D | +5.4% | +6.3% | -1.0% | +3.8% |
| 30D | -5.0% | -35.1% | +30.1% | +4.2% |
| 3M | -26.1% | -37.7% | +11.5% | -18.4% |
| 6M | -42.6% | -54.1% | +11.5% | -32.5% |
| YTD | -38.0% | -29.4% | -8.6% | -35.3% |
| 1Y | -35.7% | -13.4% | -22.3% | -36.5% |
| 3Y | -22.9% | +158.3% | -181.3% | -49.0% |
| All | -41.0% | +195.8% | -236.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling