+15.8%
BABA vs GE
+165.1%
-149.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.6% |
| 7D | +3.8% | +6.3% | -2.4% | +2.3% |
| 30D | -5.4% | +8.9% | -14.2% | -7.4% |
| 3M | -17.9% | -9.2% | -8.7% | -16.3% |
| 6M | -24.1% | +13.2% | -37.3% | -26.8% |
| YTD | -27.4% | +9.4% | -36.8% | -29.8% |
| 1Y | -36.1% | +9.8% | -45.9% | -38.3% |
| 3Y | +35.4% | +278.2% | -242.8% | -5.4% |
| 5Y | -30.1% | +396.0% | -426.1% | -55.5% |
| 10Y | +15.8% | +162.4% | -146.5% | -30.1% |
| All | +15.8% | +165.1% | -149.3% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling