+105.2%
GSK vs BIDU
-51.3%
+156.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +1.1% | -4.6% | +5.7% | +1.5% |
| 30D | +6.3% | -4.5% | +10.9% | +6.7% |
| 3M | +1.8% | -25.4% | +27.2% | +3.8% |
| 6M | +1.7% | -48.1% | +49.7% | +6.2% |
| YTD | +6.5% | -40.2% | +46.7% | +9.7% |
| 1Y | +9.5% | -35.2% | +44.7% | +12.0% |
| 3Y | +65.3% | -27.1% | +92.4% | +65.1% |
| 5Y | +43.7% | -54.2% | +97.9% | +45.7% |
| All | +105.2% | -51.3% | +156.6% | +90.2% |
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 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