+16.6%
GS vs BIDU
-40.0%
+56.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +3.7% | -5.4% | +9.1% | +4.8% |
| 3M | -10.0% | -24.7% | +14.7% | -5.2% |
| 6M | -1.0% | -45.3% | +44.3% | +11.5% |
| YTD | +7.0% | -39.0% | +45.9% | +16.2% |
| 1Y | +16.6% | -39.6% | +56.2% | +26.8% |
| All | +16.6% | -40.0% | +56.7% | +26.8% |
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