+597.0%
GME vs BIDU
+1,302.3%
-705.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.5% | -0.1% |
| 7D | +0.4% | -2.4% | +2.9% | +0.8% |
| 30D | -1.4% | -15.6% | +14.2% | +1.7% |
| 3M | -15.1% | -22.3% | +7.2% | -11.4% |
| 6M | -22.5% | -22.3% | -0.2% | -19.6% |
| YTD | -5.9% | -29.2% | +23.2% | -1.1% |
| 1Y | -18.6% | -14.8% | -3.8% | -18.3% |
| 3Y | +6.7% | -31.8% | +38.4% | +9.3% |
| 5Y | -62.0% | -43.1% | -18.9% | -60.9% |
| 10Y | +239.5% | -50.6% | +290.1% | +212.7% |
| All | +597.0% | +1,302.3% | -705.2% | +237.2% |
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