+155.6%
GS vs BIDU
-54.4%
+210.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +5.9% | -4.6% | +10.4% | +6.6% |
| 30D | +4.3% | -4.5% | +8.9% | +5.0% |
| 3M | -11.7% | -25.4% | +13.7% | -8.2% |
| 6M | -3.2% | -48.1% | +44.9% | +5.6% |
| YTD | +5.8% | -40.2% | +46.0% | +12.6% |
| 1Y | +16.0% | -35.2% | +51.3% | +22.0% |
| 3Y | +199.8% | -27.1% | +226.9% | +202.7% |
| All | +155.6% | -54.4% | +210.0% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling