+103.2%
GLD vs BIDU
-25.8%
+129.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.1% |
| 7D | +4.7% | +7.2% | -2.5% | +4.1% |
| 30D | -0.9% | -4.0% | +3.1% | -0.6% |
| 3M | -4.4% | -25.1% | +20.7% | -2.3% |
| 6M | -13.6% | -41.8% | +28.2% | -10.0% |
| YTD | -6.0% | -37.3% | +31.3% | -2.8% |
| 1Y | +1.8% | -35.6% | +37.3% | +5.0% |
| 3Y | +103.2% | -24.5% | +127.6% | +105.3% |
| All | +103.2% | -25.8% | +129.0% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling