+803.3%
GLW vs BIDU
+1,127.7%
-324.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.5% |
| 7D | -5.9% | +5.4% | -11.3% | -7.1% |
| 30D | -26.0% | -5.0% | -21.0% | -25.1% |
| 3M | -29.9% | -26.1% | -3.7% | -24.9% |
| 6M | -37.8% | -42.6% | +4.8% | -29.3% |
| YTD | +33.1% | -38.0% | +71.1% | +48.2% |
| 1Y | +36.8% | -35.7% | +72.5% | +50.9% |
| 3Y | +356.1% | -22.9% | +379.0% | +362.6% |
| 5Y | +243.8% | -49.9% | +293.7% | +257.6% |
| 10Y | +542.4% | -52.0% | +594.4% | +520.8% |
| All | +803.3% | +1,127.7% | -324.4% | +341.3% |
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 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