+838.5%
GLW vs BIDU
+1,108.5%
-270.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +1.4% | -0.8% | +2.3% | +1.7% |
| 30D | -18.2% | -5.4% | -12.8% | -17.1% |
| 3M | -24.2% | -24.7% | +0.5% | -19.1% |
| 6M | -41.7% | -45.3% | +3.6% | -33.1% |
| YTD | +38.3% | -39.0% | +77.3% | +54.6% |
| 1Y | +38.2% | -39.6% | +77.7% | +54.6% |
| 3Y | +363.4% | -24.7% | +388.1% | +372.6% |
| 5Y | +254.6% | -52.3% | +306.9% | +273.4% |
| 10Y | +562.0% | -51.1% | +613.0% | +536.9% |
| All | +838.5% | +1,108.5% | -270.0% | +360.2% |
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 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