-34.1%
BABA vs GD
+5.1%
-39.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +11.6% | -5.0% | +16.6% | +12.0% |
| 30D | +2.3% | +8.9% | -6.6% | +0.9% |
| 3M | -13.7% | -8.0% | -5.6% | -13.1% |
| 6M | -21.9% | +2.9% | -24.8% | -22.3% |
| YTD | -24.6% | +7.1% | -31.7% | -23.7% |
| 1Y | -34.1% | +5.9% | -40.0% | -34.0% |
| All | -34.1% | +5.1% | -39.2% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling