+711.7%
BIDU vs GPC
+483.5%
+228.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.5% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -10.5% | +6.0% | -16.4% | -13.1% |
| 3M | -26.2% | +42.6% | -68.8% | -39.8% |
| 6M | -16.4% | +22.8% | -39.2% | -26.5% |
| YTD | -23.9% | +15.5% | -39.3% | -31.9% |
| 1Y | +1.3% | +2.0% | -0.8% | -3.6% |
| 3Y | -32.1% | -1.4% | -30.7% | -37.2% |
| 5Y | -39.0% | +30.6% | -69.6% | -53.5% |
| 10Y | -44.0% | +80.6% | -124.7% | -68.9% |
| All | +711.7% | +483.5% | +228.2% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling