+39.7%
GOOG vs BIDU
-16.8%
+56.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | 0.0% | -8.1% | +8.2% | +1.6% |
| 30D | -2.0% | -12.8% | +10.9% | +0.4% |
| 3M | -5.9% | -21.3% | +15.4% | -1.9% |
| 6M | +8.9% | -27.0% | +35.9% | +14.0% |
| YTD | +7.1% | -30.0% | +37.2% | +12.3% |
| 1Y | +39.7% | -18.3% | +57.9% | +45.1% |
| All | +39.7% | -16.8% | +56.5% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling