-32.6%
BIDU vs GGLL
+328.4%
-360.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -6.9% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | -15.6% | -9.7% | -5.9% | -13.6% |
| 3M | -22.3% | -18.0% | -4.3% | -19.5% |
| 6M | -22.3% | +15.3% | -37.5% | -26.7% |
| YTD | -29.2% | +2.2% | -31.4% | -31.5% |
| 1Y | -14.8% | +73.1% | -87.9% | -28.3% |
| 3Y | -31.8% | +242.7% | -274.5% | -57.0% |
| All | -32.6% | +328.4% | -360.9% | -63.9% |
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