+754.4%
GLD vs BIDU
+1,140.5%
-386.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -0.9% |
| 7D | +4.7% | +7.2% | -2.5% | +4.5% |
| 30D | -0.9% | -4.0% | +3.1% | -0.8% |
| 3M | -4.4% | -25.1% | +20.7% | -3.7% |
| 6M | -13.6% | -41.8% | +28.2% | -12.3% |
| YTD | -6.0% | -37.3% | +31.3% | -4.9% |
| 1Y | +1.8% | -35.6% | +37.3% | +2.8% |
| 3Y | +103.2% | -24.5% | +127.6% | +103.7% |
| 5Y | +119.3% | -48.3% | +167.6% | +120.0% |
| 10Y | +199.5% | -51.2% | +250.7% | +198.8% |
| All | +754.4% | +1,140.5% | -386.1% | +671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling