+537.7%
BIDU vs GPC
+421.2%
+116.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -4.5% | -6.3% | +1.8% | -1.7% |
| 3M | -25.4% | -8.2% | -17.2% | -22.4% |
| 6M | -48.1% | +27.1% | -75.2% | -55.2% |
| YTD | -40.2% | +3.1% | -43.3% | -43.6% |
| 1Y | -35.2% | +0.1% | -35.3% | -38.0% |
| 3Y | -27.1% | +0.2% | -27.3% | -33.8% |
| 5Y | -54.2% | +4.9% | -59.1% | -60.6% |
| 10Y | -52.0% | +75.2% | -127.2% | -73.6% |
| All | +537.7% | +421.2% | +116.5% | +26.8% |
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