+23.2%
GH vs BIDU
-45.6%
+68.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | -1.2% | -5.2% | +4.0% | +0.5% |
| 30D | -3.7% | -14.5% | +10.8% | +1.4% |
| 3M | +21.7% | -22.9% | +44.6% | +32.5% |
| 6M | +75.7% | -27.8% | +103.6% | +94.3% |
| YTD | +55.7% | -30.7% | +86.4% | +72.4% |
| 1Y | +181.1% | -15.8% | +196.9% | +179.4% |
| 3Y | +371.6% | -33.2% | +404.8% | +394.1% |
| 5Y | +23.2% | -44.8% | +68.0% | +31.6% |
| All | +23.2% | -45.6% | +68.8% | +31.6% |
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