+606.9%
GEV vs BIDU
-11.8%
+618.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.6% |
| 7D | -1.9% | -5.2% | +3.3% | -1.1% |
| 30D | -8.7% | -14.5% | +5.8% | -6.1% |
| 3M | +6.6% | -22.9% | +29.5% | +11.4% |
| 6M | +10.2% | -27.8% | +38.0% | +15.8% |
| YTD | +41.6% | -30.7% | +72.3% | +49.2% |
| 1Y | +43.9% | -15.8% | +59.7% | +45.5% |
| All | +606.9% | -11.8% | +618.7% | +581.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling