+100.4%
GD vs BIDU
-53.5%
+153.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.5% | -1.1% |
| 7D | +1.9% | -2.3% | +4.2% | +1.9% |
| 30D | +9.2% | -7.3% | +16.5% | +9.4% |
| 3M | -7.5% | -26.0% | +18.5% | -6.8% |
| 6M | +5.8% | -44.5% | +50.3% | +7.3% |
| YTD | +9.8% | -40.6% | +50.4% | +11.0% |
| 1Y | +5.8% | -39.8% | +45.6% | +6.9% |
| 3Y | +58.0% | -26.7% | +84.7% | +58.0% |
| 5Y | +100.4% | -54.5% | +154.9% | +102.3% |
| All | +100.4% | -53.5% | +153.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling