-26.9%
BIDU vs GWRE
+741.3%
-768.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -8.1% | -13.2% | +5.1% | -4.2% |
| 30D | -12.8% | -18.6% | +5.8% | -8.9% |
| 3M | -21.3% | +18.9% | -40.2% | -27.8% |
| 6M | -27.0% | -11.0% | -16.0% | -28.0% |
| YTD | -30.0% | -29.9% | -0.2% | -26.4% |
| 1Y | -18.3% | -44.3% | +26.1% | -7.2% |
| 3Y | -33.8% | +51.7% | -85.5% | -50.7% |
| 5Y | -44.3% | +15.4% | -59.7% | -55.5% |
| 10Y | -49.8% | +129.4% | -179.2% | -68.4% |
| All | -26.9% | +741.3% | -768.2% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling