+216.8%
GLDM vs BIDU
-68.4%
+285.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.6% |
| 7D | +2.9% | +3.6% | -0.7% | +2.7% |
| 30D | -3.9% | -6.6% | +2.7% | -3.6% |
| 3M | -8.1% | -27.2% | +19.1% | -7.0% |
| 6M | -14.7% | -43.5% | +28.8% | -12.8% |
| YTD | -6.6% | -39.0% | +32.4% | -4.9% |
| 1Y | -2.1% | -39.8% | +37.7% | -0.3% |
| 3Y | +107.7% | -24.8% | +132.4% | +108.9% |
| 5Y | +116.5% | -50.7% | +167.1% | +117.7% |
| All | +216.8% | -68.4% | +285.2% | +230.2% |
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