+19.2%
BABA vs GD
+265.0%
-245.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.8% |
| 7D | +4.3% | +3.0% | +1.3% | +3.1% |
| 30D | -5.0% | +10.5% | -15.5% | -8.3% |
| 3M | -18.4% | -5.0% | -13.4% | -17.1% |
| 6M | -20.3% | +5.5% | -25.8% | -22.1% |
| YTD | -27.5% | +10.3% | -37.8% | -30.5% |
| 1Y | -35.3% | +8.2% | -43.5% | -37.7% |
| 3Y | +31.2% | +59.0% | -27.9% | +8.8% |
| 5Y | -32.1% | +104.3% | -136.4% | -50.1% |
| 10Y | +14.7% | +202.4% | -187.8% | -34.3% |
| All | +19.2% | +265.0% | -245.9% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling