+486.7%
GS vs BIDU
-52.2%
+538.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | -3.2% | +7.2% | -10.4% | -4.5% |
| 30D | -2.4% | -4.0% | +1.6% | -1.6% |
| 3M | -15.7% | -25.1% | +9.4% | -11.2% |
| 6M | -6.8% | -41.8% | +35.0% | +2.7% |
| YTD | -0.1% | -37.3% | +37.3% | +7.8% |
| 1Y | +12.1% | -35.6% | +47.7% | +20.0% |
| 3Y | +185.8% | -24.5% | +210.3% | +186.2% |
| 5Y | +140.1% | -48.3% | +188.3% | +144.8% |
| All | +486.7% | -52.2% | +538.9% | +425.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling