-35.7%
BIDU vs GPC
+6.5%
-42.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.5% |
| 7D | +1.2% | +4.1% | -3.0% | +1.1% |
| 30D | -7.5% | +0.1% | -7.7% | -7.6% |
| 3M | -28.6% | -3.9% | -24.7% | -28.4% |
| 6M | -36.9% | +24.4% | -61.3% | -37.8% |
| YTD | -38.4% | +5.7% | -44.1% | -39.2% |
| 1Y | -35.7% | +6.8% | -42.4% | -33.5% |
| All | -35.7% | +6.5% | -42.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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