+188.5%
GD vs BIDU
-52.2%
+240.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.9% |
| 7D | -5.0% | +7.2% | -12.1% | -5.5% |
| 30D | +8.9% | -4.0% | +12.9% | +9.2% |
| 3M | -8.0% | -25.1% | +17.1% | -6.1% |
| 6M | +2.9% | -41.8% | +44.7% | +7.0% |
| YTD | +7.1% | -37.3% | +44.4% | +10.2% |
| 1Y | +5.9% | -35.6% | +41.5% | +8.7% |
| 3Y | +53.9% | -24.5% | +78.3% | +53.3% |
| 5Y | +95.4% | -48.3% | +143.7% | +96.7% |
| All | +188.5% | -52.2% | +240.8% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 10y: compounded portfolio wealth divided by compounded BIDU 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…
10y analysis · Full analysis span regression · 6 months rolling