+57.7%
GEV vs BIDU
+1.5%
+56.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | +3.3% | +2.4% | +0.9% | +2.8% |
| 30D | -7.5% | -10.5% | +3.0% | -5.7% |
| 3M | -2.2% | -26.2% | +24.0% | +2.4% |
| 6M | +12.1% | -16.4% | +28.5% | +14.6% |
| YTD | +44.4% | -23.9% | +68.3% | +48.4% |
| 1Y | +57.7% | +1.3% | +56.4% | +65.1% |
| All | +57.7% | +1.5% | +56.2% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling