+218.2%
GLD vs BIDU
-50.6%
+268.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | -2.4% | +2.6% | +0.2% |
| 30D | +0.2% | -16.0% | +16.2% | +0.9% |
| 3M | +3.2% | -24.0% | +27.2% | +4.3% |
| 6M | -14.6% | -24.9% | +10.2% | -13.8% |
| YTD | +1.8% | -29.6% | +31.3% | +3.0% |
| 1Y | +20.7% | -15.2% | +35.9% | +21.4% |
| 3Y | +126.5% | -32.2% | +158.7% | +127.9% |
| 5Y | +140.0% | -43.8% | +183.8% | +140.0% |
| 10Y | +218.2% | -49.5% | +267.7% | +216.8% |
| All | +218.2% | -50.6% | +268.9% | +216.8% |
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