+188.6%
GSK vs BIDU
+1,407.1%
-1,218.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.3% |
| 7D | -1.8% | +2.4% | -4.2% | -2.1% |
| 30D | -2.2% | -10.5% | +8.3% | -1.3% |
| 3M | -1.8% | -26.2% | +24.4% | +0.6% |
| 6M | -10.6% | -16.4% | +5.8% | -9.7% |
| YTD | +4.4% | -23.9% | +28.3% | +6.1% |
| 1Y | +30.4% | +1.3% | +29.1% | +28.5% |
| 3Y | +60.1% | -32.1% | +92.2% | +61.4% |
| 5Y | +46.8% | -39.0% | +85.8% | +44.8% |
| 10Y | +79.2% | -44.0% | +123.3% | +70.6% |
| All | +188.6% | +1,407.1% | -1,218.5% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling