+4,570.3%
GOOGL vs BIDU
+1,407.1%
+3,163.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.9% |
| 30D | -6.6% | -10.5% | +3.9% | -4.2% |
| 3M | -8.9% | -26.2% | +17.3% | -2.3% |
| 6M | +11.9% | -16.4% | +28.3% | +15.8% |
| YTD | +8.3% | -23.9% | +32.2% | +14.0% |
| 1Y | +46.2% | +1.3% | +44.9% | +41.3% |
| 3Y | +151.9% | -32.1% | +184.0% | +160.1% |
| 5Y | +137.7% | -39.0% | +176.7% | +134.4% |
| 10Y | +757.6% | -44.0% | +801.6% | +694.9% |
| All | +4,570.3% | +1,407.1% | +3,163.2% | +1,763.6% |
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 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