-2.4%
BABA vs FGI
-70.6%
+68.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +11.6% | -7.0% | +18.6% | +11.8% |
| 30D | +2.3% | -4.2% | +6.5% | +2.3% |
| 3M | -13.7% | +55.6% | -69.3% | -15.7% |
| 6M | -21.9% | -3.2% | -18.7% | -22.9% |
| YTD | -24.6% | +29.1% | -53.8% | -27.5% |
| 1Y | -34.1% | +51.0% | -85.1% | -37.3% |
| 3Y | +36.3% | +1.5% | +34.7% | +26.5% |
| All | -2.4% | -70.6% | +68.2% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling