+11.7%
BABA vs GFI
+1,288.5%
-1,276.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -13.8% | -8.7% | -5.1% | -13.1% |
| 30D | -15.1% | +0.6% | -15.7% | -15.2% |
| 3M | -22.7% | -7.5% | -15.3% | -22.5% |
| 6M | -34.7% | -18.3% | -16.3% | -33.9% |
| YTD | -35.0% | -13.8% | -21.2% | -34.7% |
| 1Y | -40.4% | -8.8% | -31.6% | -40.4% |
| 3Y | +21.9% | +215.8% | -193.9% | +10.6% |
| 5Y | -39.9% | +301.2% | -341.1% | -46.8% |
| All | +11.7% | +1,288.5% | -1,276.8% | -3.1% |
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