-19.4%
GFS vs BIDU
-30.8%
+11.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.5% | +0.4% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | -8.6% | -10.5% | +1.9% | -5.9% |
| 3M | -46.5% | -26.2% | -20.3% | -42.0% |
| 6M | -4.8% | -16.4% | +11.6% | -1.1% |
| YTD | +29.7% | -23.9% | +53.5% | +37.7% |
| 1Y | +35.8% | +1.3% | +34.6% | +31.0% |
| All | -19.4% | -30.8% | +11.4% | -20.9% |
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 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