+23.9%
BABA vs GE
+203.8%
-179.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.6% |
| 7D | +11.6% | +7.1% | +4.5% | +9.7% |
| 30D | +2.3% | +6.5% | -4.2% | +0.6% |
| 3M | -13.7% | -13.6% | -0.1% | -10.7% |
| 6M | -21.9% | +6.0% | -27.9% | -23.6% |
| YTD | -24.6% | +5.4% | -30.0% | -26.6% |
| 1Y | -34.1% | +6.5% | -40.6% | -36.1% |
| 3Y | +36.3% | +268.6% | -232.3% | -7.0% |
| 5Y | -26.7% | +389.0% | -415.8% | -54.7% |
| 10Y | +19.2% | +163.3% | -144.1% | -12.9% |
| All | +23.9% | +203.8% | -179.9% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling