-20.1%
GFS vs BIDU
-27.4%
+7.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +7.4% | -4.6% | +11.9% | +8.7% |
| 30D | -15.3% | -4.5% | -10.7% | -14.2% |
| 3M | -21.1% | -25.4% | +4.3% | -14.8% |
| 6M | -44.5% | -48.1% | +3.6% | -34.2% |
| YTD | +19.2% | -40.2% | +59.4% | +34.8% |
| 1Y | +27.2% | -35.2% | +62.5% | +40.6% |
| 3Y | -20.1% | -27.1% | +7.0% | -21.4% |
| All | -20.1% | -27.4% | +7.2% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling