+880.2%
GD vs BIDU
+1,140.5%
-260.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -5.0% | +7.2% | -12.1% | -5.8% |
| 30D | +8.9% | -4.0% | +12.9% | +9.4% |
| 3M | -8.0% | -25.1% | +17.1% | -5.1% |
| 6M | +2.9% | -41.8% | +44.7% | +9.1% |
| YTD | +7.1% | -37.3% | +44.4% | +11.9% |
| 1Y | +5.9% | -35.6% | +41.5% | +10.1% |
| 3Y | +53.9% | -24.5% | +78.3% | +53.1% |
| 5Y | +95.4% | -48.3% | +143.7% | +94.4% |
| 10Y | +193.5% | -51.2% | +244.7% | +176.5% |
| All | +880.2% | +1,140.5% | -260.2% | +520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling