-33.8%
BABA vs GD
+6.0%
-39.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +5.0% | +2.8% |
| 7D | +8.6% | -3.9% | +12.5% | +8.8% |
| 30D | -1.1% | +8.1% | -9.2% | -2.2% |
| 3M | -15.9% | -6.8% | -9.1% | -15.4% |
| 6M | -17.5% | +3.0% | -20.5% | -17.9% |
| YTD | -25.6% | +7.8% | -33.4% | -24.6% |
| 1Y | -33.8% | +5.8% | -39.6% | -34.2% |
| All | -33.8% | +6.0% | -39.8% | -34.2% |
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