-7.8%
GFS vs BIDU
-53.7%
+45.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +0.1% |
| 7D | +17.2% | -2.3% | +19.5% | +17.9% |
| 30D | -8.7% | -7.3% | -1.4% | -7.0% |
| 3M | -19.7% | -26.0% | +6.3% | -13.7% |
| 6M | -40.7% | -44.5% | +3.8% | -31.9% |
| YTD | +22.5% | -40.6% | +63.1% | +37.2% |
| 1Y | +25.2% | -39.8% | +65.0% | +39.5% |
| 3Y | -17.7% | -26.7% | +9.1% | -15.9% |
| 5Y | -23.5% | -54.5% | +31.0% | -20.9% |
| All | -7.8% | -53.7% | +45.9% | -4.4% |
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