+437.1%
GS vs BIDU
-51.7%
+488.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.9% |
| 7D | +5.1% | -2.3% | +7.5% | +5.6% |
| 30D | +2.4% | -7.3% | +9.7% | +3.9% |
| 3M | -11.5% | -26.0% | +14.5% | -6.5% |
| 6M | -2.5% | -44.5% | +42.0% | +8.5% |
| YTD | +5.5% | -40.6% | +46.0% | +15.0% |
| 1Y | +11.0% | -39.8% | +50.8% | +20.5% |
| 3Y | +200.1% | -26.7% | +226.8% | +202.1% |
| 5Y | +154.7% | -54.5% | +209.2% | +167.9% |
| All | +437.1% | -51.7% | +488.8% | +376.4% |
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