-33.8%
BIDU vs GWRE
+50.1%
-83.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -8.1% | -13.2% | +5.1% | -7.1% |
| 30D | -12.8% | -18.6% | +5.8% | -11.9% |
| 3M | -21.3% | +18.9% | -40.2% | -23.8% |
| 6M | -27.0% | -11.0% | -16.0% | -27.3% |
| YTD | -30.0% | -29.9% | -0.2% | -28.5% |
| 1Y | -18.3% | -44.3% | +26.1% | -13.3% |
| 3Y | -33.8% | +51.7% | -85.5% | -47.4% |
| All | -33.8% | +50.1% | -83.9% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling