+414.4%
SPYG vs BIDU
-48.7%
+463.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.9% | -8.1% | +7.2% | +0.7% |
| 30D | -1.5% | -12.8% | +11.3% | +0.9% |
| 3M | +3.7% | -21.3% | +25.0% | +8.2% |
| 6M | +16.4% | -27.0% | +43.4% | +22.5% |
| YTD | +13.3% | -30.0% | +43.4% | +19.7% |
| 1Y | +17.9% | -18.3% | +36.1% | +19.7% |
| 3Y | +98.3% | -33.8% | +132.2% | +104.2% |
| 5Y | +86.4% | -44.3% | +130.7% | +88.0% |
| All | +414.4% | -48.7% | +463.1% | +366.7% |
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