+243.4%
GE vs BIDU
+1,407.1%
-1,163.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -11.6% | -10.5% | -1.1% | -10.0% |
| 3M | +3.0% | -26.2% | +29.2% | +8.3% |
| 6M | -0.5% | -16.4% | +15.9% | +1.8% |
| YTD | +9.7% | -23.9% | +33.6% | +13.9% |
| 1Y | +20.0% | +1.3% | +18.8% | +16.9% |
| 3Y | +275.8% | -32.1% | +307.9% | +283.6% |
| 5Y | +429.1% | -39.0% | +468.0% | +418.6% |
| 10Y | +151.2% | -44.0% | +195.2% | +132.3% |
| All | +243.4% | +1,407.1% | -1,163.7% | +84.1% |
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