-21.1%
GIS vs BIDU
-48.7%
+27.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -6.4% | -8.1% | +1.7% | -6.4% |
| 30D | -6.1% | -12.8% | +6.7% | -6.2% |
| 3M | +7.8% | -21.3% | +29.1% | +7.7% |
| 6M | -8.8% | -27.0% | +18.2% | -8.9% |
| YTD | -19.1% | -30.0% | +10.9% | -19.3% |
| 1Y | -24.8% | -18.3% | -6.5% | -25.0% |
| 3Y | -37.6% | -33.8% | -3.7% | -37.9% |
| 5Y | -25.4% | -44.3% | +18.9% | -25.5% |
| All | -21.1% | -48.7% | +27.6% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling