+70.8%
GD vs BIDU
-30.8%
+101.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.8% | -1.9% |
| 7D | -5.3% | +2.4% | -7.7% | -5.3% |
| 30D | -6.4% | -10.5% | +4.0% | -6.0% |
| 3M | +5.7% | -26.2% | +31.9% | +7.0% |
| 6M | -0.9% | -16.4% | +15.4% | -0.6% |
| YTD | +8.2% | -23.9% | +32.0% | +9.0% |
| 1Y | +13.4% | +1.3% | +12.1% | +12.4% |
| All | +70.8% | -30.8% | +101.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling