+2,104.1%
GNRC vs BIDU
+91.0%
+2,013.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | -9.5% | -16.0% | +6.4% | -5.4% |
| 3M | -28.5% | -24.0% | -4.5% | -23.3% |
| 6M | -10.0% | -24.9% | +14.9% | -4.0% |
| YTD | +36.7% | -29.6% | +66.3% | +47.6% |
| 1Y | +2.6% | -15.2% | +17.7% | +3.6% |
| 3Y | +61.9% | -32.2% | +94.1% | +68.4% |
| 5Y | -59.0% | -43.8% | -15.3% | -57.2% |
| 10Y | +444.8% | -49.5% | +494.2% | +436.0% |
| All | +2,104.1% | +91.0% | +2,013.1% | +1,172.5% |
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