-31.4%
BABA vs GDDY
+27.3%
-58.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.4% |
| 7D | -2.9% | -7.0% | +4.1% | -1.4% |
| 30D | -15.1% | +6.2% | -21.3% | -16.7% |
| 3M | -5.0% | +20.0% | -25.1% | -11.4% |
| 6M | -19.9% | +6.8% | -26.8% | -23.3% |
| YTD | -25.3% | -22.3% | -2.9% | -21.0% |
| 1Y | -23.9% | -33.5% | +9.6% | -15.1% |
| 3Y | +28.1% | +29.2% | -1.1% | -3.3% |
| 5Y | -31.4% | +28.1% | -59.4% | -46.6% |
| All | -31.4% | +27.3% | -58.7% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling