+289.5%
GEN vs BIDU
+1,083.9%
-794.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | +2.0% | -4.6% | +6.6% | +2.8% |
| 30D | +27.7% | -4.5% | +32.3% | +28.5% |
| 3M | +3.3% | -25.4% | +28.6% | +7.6% |
| 6M | +31.8% | -48.1% | +79.9% | +44.3% |
| YTD | +13.5% | -40.2% | +53.7% | +20.9% |
| 1Y | +16.0% | -35.2% | +51.3% | +21.9% |
| 3Y | +70.6% | -27.1% | +97.7% | +71.2% |
| 5Y | +32.1% | -54.2% | +86.3% | +35.1% |
| 10Y | +153.4% | -52.0% | +205.5% | +139.8% |
| All | +289.5% | +1,083.9% | -794.4% | +120.4% |
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