-2.7%
GFS vs BIDU
-44.8%
+42.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +1.4% |
| 7D | +2.6% | -2.4% | +5.1% | +3.2% |
| 30D | -16.4% | -15.6% | -0.8% | -13.0% |
| 3M | -41.6% | -22.3% | -19.3% | -38.1% |
| 6M | -3.7% | -22.3% | +18.6% | +1.4% |
| YTD | +29.3% | -29.2% | +58.5% | +38.8% |
| 1Y | +37.1% | -14.8% | +51.9% | +39.5% |
| 3Y | -22.1% | -31.8% | +9.6% | -19.5% |
| All | -2.7% | -44.8% | +42.1% | -3.3% |
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