+15.6%
BABA vs GD
+192.5%
-176.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +3.3% |
| 7D | +8.6% | -3.9% | +12.5% | +9.7% |
| 30D | -1.1% | +8.1% | -9.2% | -3.5% |
| 3M | -15.9% | -6.8% | -9.1% | -14.4% |
| 6M | -17.5% | +3.0% | -20.5% | -18.7% |
| YTD | -25.6% | +7.8% | -33.4% | -27.8% |
| 1Y | -33.8% | +5.8% | -39.6% | -35.5% |
| 3Y | +34.6% | +55.3% | -20.7% | +15.4% |
| 5Y | -27.7% | +96.7% | -124.3% | -43.8% |
| All | +15.6% | +192.5% | -176.9% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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