+28.2%
BABA vs GD
+257.8%
-229.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | -4.8% | -5.3% | +0.5% | -3.0% |
| 30D | -11.9% | -6.4% | -5.5% | -9.9% |
| 3M | -9.3% | +5.7% | -15.0% | -11.2% |
| 6M | -14.2% | -0.9% | -13.3% | -14.4% |
| YTD | -22.0% | +8.2% | -30.2% | -24.6% |
| 1Y | -12.7% | +13.4% | -26.1% | -17.0% |
| 3Y | +26.7% | +68.5% | -41.8% | +2.6% |
| 5Y | -29.3% | +97.2% | -126.5% | -47.3% |
| 10Y | +21.2% | +190.2% | -169.0% | -28.9% |
| All | +28.2% | +257.8% | -229.7% | -34.8% |
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