-50.8%
BIDU vs GPC
+87.0%
-137.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -5.2% | -1.8% | -3.5% | -4.6% |
| 30D | -14.5% | +0.1% | -14.6% | -14.5% |
| 3M | -22.9% | +37.4% | -60.2% | -30.9% |
| 6M | -27.8% | +25.4% | -53.3% | -33.5% |
| YTD | -30.7% | +12.2% | -42.8% | -34.5% |
| 1Y | -15.8% | -0.3% | -15.5% | -17.3% |
| 3Y | -33.2% | -1.6% | -31.6% | -35.9% |
| 5Y | -44.8% | +31.0% | -75.8% | -52.6% |
| All | -50.8% | +87.0% | -137.8% | -62.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling