+1.3%
BIDU vs GPC
+0.2%
+1.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.7% | +4.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | -10.5% | +5.1% | -15.6% | -10.6% |
| 3M | -26.2% | +41.5% | -67.7% | -28.1% |
| 6M | -16.4% | +21.8% | -38.2% | -18.0% |
| YTD | -23.9% | +14.6% | -38.4% | -26.1% |
| 1Y | +1.3% | +1.3% | 0.0% | +4.4% |
| All | +1.3% | +0.2% | +1.1% | +4.4% |
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