+46.4%
GH vs BIDU
-54.4%
+100.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | +0.6% | -4.6% | +5.1% | +2.2% |
| 30D | -6.9% | -4.5% | -2.4% | -5.5% |
| 3M | -4.9% | -25.4% | +20.4% | +4.9% |
| 6M | +54.1% | -48.1% | +102.1% | +93.1% |
| YTD | +48.5% | -40.2% | +88.7% | +73.2% |
| 1Y | +61.2% | -35.2% | +96.4% | +80.8% |
| 3Y | +570.3% | -27.1% | +597.5% | +557.7% |
| All | +46.4% | -54.4% | +100.8% | +67.7% |
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