+632.4%
GEV vs BIDU
-11.0%
+643.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.4% |
| 7D | +1.6% | -8.1% | +9.7% | +3.1% |
| 30D | -7.9% | -12.8% | +4.9% | -5.7% |
| 3M | +5.6% | -21.3% | +26.9% | +10.0% |
| 6M | +13.1% | -27.0% | +40.0% | +18.6% |
| YTD | +46.7% | -30.0% | +76.8% | +54.3% |
| 1Y | +51.3% | -18.3% | +69.6% | +53.8% |
| All | +632.4% | -11.0% | +643.4% | +605.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling