+37.5%
GFS vs BIDU
-9.3%
+46.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.5% | +0.5% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | -8.6% | -10.5% | +1.9% | -6.2% |
| 3M | -46.5% | -26.2% | -20.3% | -42.7% |
| 6M | -4.8% | -16.4% | +11.6% | -1.4% |
| YTD | +29.7% | -23.9% | +53.5% | +36.9% |
| All | +37.5% | -9.3% | +46.8% | +48.4% |
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 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