-29.0%
BABA vs GFI
+26.4%
-55.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -3.5% | -4.9% | +1.4% | -2.7% |
| 30D | -12.7% | +10.7% | -23.4% | -14.6% |
| 3M | -3.0% | +25.6% | -28.6% | -7.7% |
| 6M | -19.1% | -8.3% | -10.8% | -18.7% |
| YTD | -24.7% | +6.3% | -31.1% | -25.8% |
| 1Y | -29.0% | +22.1% | -51.1% | -30.8% |
| All | -29.0% | +26.4% | -55.5% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling