+197.7%
GS vs BIDU
-25.9%
+223.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.7% |
| 7D | +1.6% | +3.6% | -2.0% | +1.0% |
| 30D | +1.7% | -6.6% | +8.2% | +2.6% |
| 3M | -11.6% | -27.2% | +15.6% | -7.7% |
| 6M | -1.9% | -43.5% | +41.6% | +5.9% |
| YTD | +5.1% | -39.0% | +44.1% | +11.7% |
| 1Y | +16.4% | -39.8% | +56.2% | +23.7% |
| All | +197.7% | -25.9% | +223.6% | +198.5% |
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