+170.5%
GM vs BIDU
-34.3%
+204.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.4% | -8.1% | +5.7% | -1.7% |
| 30D | -1.1% | -12.8% | +11.7% | +0.1% |
| 3M | +6.1% | -21.3% | +27.4% | +8.3% |
| 6M | +15.0% | -27.0% | +41.9% | +17.6% |
| YTD | +6.0% | -30.0% | +36.0% | +8.7% |
| 1Y | +47.1% | -18.3% | +65.4% | +47.4% |
| 3Y | +170.5% | -33.8% | +204.3% | +182.6% |
| All | +170.5% | -34.3% | +204.8% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling