+136.0%
GOOG vs BIDU
-44.1%
+180.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | 0.0% | -8.1% | +8.2% | +1.7% |
| 30D | -2.0% | -12.8% | +10.9% | +0.5% |
| 3M | -5.9% | -21.3% | +15.4% | -1.6% |
| 6M | +8.9% | -27.0% | +35.9% | +15.0% |
| YTD | +7.1% | -30.0% | +37.2% | +13.4% |
| 1Y | +39.7% | -18.3% | +57.9% | +42.1% |
| 3Y | +145.8% | -33.8% | +179.7% | +153.7% |
| All | +136.0% | -44.1% | +180.1% | +138.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling