+47.6%
GSK vs BIDU
-33.9%
+81.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -3.6% | -2.4% | -1.1% | -3.5% |
| 30D | -5.9% | -16.0% | +10.0% | -5.1% |
| 3M | -4.3% | -24.0% | +19.8% | -2.8% |
| 6M | -10.8% | -24.9% | +14.1% | -9.7% |
| YTD | +1.8% | -29.6% | +31.4% | +3.2% |
| 1Y | +23.5% | -15.2% | +38.6% | +22.7% |
| All | +47.6% | -33.9% | +81.5% | +48.5% |
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