-29.0%
BABA vs GDDY
-32.7%
+3.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -3.5% | -3.2% | -0.3% | -3.6% |
| 30D | -12.7% | +6.8% | -19.5% | -12.5% |
| 3M | -3.0% | +30.5% | -33.5% | -3.1% |
| 6M | -19.1% | +13.3% | -32.4% | -19.3% |
| YTD | -24.7% | -21.0% | -3.8% | -25.1% |
| 1Y | -29.0% | -34.0% | +5.0% | -25.5% |
| All | -29.0% | -32.7% | +3.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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