+15.2%
BABA vs GFI
+1,066.8%
-1,051.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -3.5% | -4.9% | +1.4% | -3.1% |
| 30D | -12.7% | +10.7% | -23.4% | -13.6% |
| 3M | -3.0% | +25.6% | -28.6% | -5.2% |
| 6M | -19.1% | -8.3% | -10.8% | -19.0% |
| YTD | -24.7% | +6.3% | -31.1% | -25.6% |
| 1Y | -29.0% | +22.1% | -51.1% | -30.8% |
| 3Y | +30.9% | +289.2% | -258.3% | +16.5% |
| 5Y | -30.9% | +531.7% | -562.6% | -40.2% |
| All | +15.2% | +1,066.8% | -1,051.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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