+48.2%
GSK vs BIDU
-45.6%
+93.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | -5.4% | -5.2% | -0.2% | -5.1% |
| 30D | -4.6% | -14.5% | +9.9% | -3.9% |
| 3M | -5.1% | -22.9% | +17.8% | -3.9% |
| 6M | -11.4% | -27.8% | +16.4% | -10.2% |
| YTD | +0.7% | -30.7% | +31.4% | +2.2% |
| 1Y | +23.0% | -15.8% | +38.8% | +23.0% |
| 3Y | +48.0% | -33.2% | +81.2% | +48.1% |
| 5Y | +48.2% | -44.8% | +93.0% | +48.0% |
| All | +48.2% | -45.6% | +93.8% | +48.0% |
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