+1,102.1%
GLW vs BIDU
+1,407.1%
-305.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +4.7% |
| 7D | +3.8% | +2.4% | +1.3% | +3.2% |
| 30D | -1.3% | -10.5% | +9.1% | +1.2% |
| 3M | -21.8% | -26.2% | +4.4% | -16.1% |
| 6M | +6.9% | -16.4% | +23.3% | +11.6% |
| YTD | +77.2% | -23.9% | +101.0% | +88.3% |
| 1Y | +123.2% | +1.3% | +122.0% | +120.5% |
| 3Y | +400.0% | -32.1% | +432.1% | +422.3% |
| 5Y | +342.8% | -39.0% | +381.8% | +339.4% |
| 10Y | +771.4% | -44.0% | +815.4% | +713.0% |
| All | +1,102.1% | +1,407.1% | -305.0% | +460.7% |
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