+34.5%
BABA vs FGI
+2.3%
+32.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +8.6% | -11.6% | +20.2% | +8.6% |
| 30D | -1.1% | -3.3% | +2.2% | -1.1% |
| 3M | -15.9% | +65.6% | -81.5% | -16.5% |
| 6M | -17.5% | -2.8% | -14.8% | -17.7% |
| YTD | -25.6% | +30.1% | -55.7% | -26.5% |
| 1Y | -33.8% | +50.2% | -84.0% | -34.7% |
| All | +34.5% | +2.3% | +32.2% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling