-15.8%
BABA vs FGI
-66.3%
+50.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.2% | -13.2% | -7.2% |
| 7D | -12.7% | +13.5% | -26.2% | -12.9% |
| 30D | -14.9% | +17.1% | -32.0% | -15.2% |
| 3M | -24.6% | +78.0% | -102.7% | -26.6% |
| 6M | -29.3% | +46.4% | -75.8% | -31.0% |
| YTD | -35.0% | +47.7% | -82.8% | -37.6% |
| 1Y | -39.7% | +56.8% | -96.5% | -42.6% |
| 3Y | +21.2% | +12.3% | +8.9% | +12.8% |
| All | -15.8% | -66.3% | +50.5% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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