+59.9%
GD vs BIDU
-23.6%
+83.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | -1.9% | +3.6% | -5.4% | -2.0% |
| 30D | +10.9% | -6.6% | +17.5% | +11.2% |
| 3M | -6.8% | -27.2% | +20.4% | -5.6% |
| 6M | +7.0% | -43.5% | +50.5% | +9.6% |
| YTD | +11.1% | -39.0% | +50.1% | +13.0% |
| 1Y | +7.0% | -39.8% | +46.8% | +9.0% |
| 3Y | +59.9% | -24.8% | +84.7% | +58.5% |
| All | +59.9% | -23.6% | +83.5% | +58.5% |
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