+243.0%
GS vs BIDU
-30.8%
+273.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.5% |
| 7D | +0.9% | +2.4% | -1.5% | +0.6% |
| 30D | -1.6% | -10.5% | +8.9% | -0.1% |
| 3M | -4.5% | -26.2% | +21.7% | -0.3% |
| 6M | +20.9% | -16.4% | +37.3% | +23.3% |
| YTD | +19.9% | -23.9% | +43.8% | +23.7% |
| 1Y | +41.4% | +1.3% | +40.1% | +39.8% |
| All | +243.0% | -30.8% | +273.8% | +253.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling