+31.0%
BABA vs GFI
+304.2%
-273.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -2.2% | +4.7% | -6.9% | -2.8% |
| 30D | -17.3% | +14.4% | -31.7% | -19.0% |
| 3M | -7.8% | +32.5% | -40.3% | -11.8% |
| 6M | -16.8% | -7.2% | -9.6% | -16.8% |
| YTD | -24.7% | +10.9% | -35.5% | -26.3% |
| 1Y | -24.9% | +35.5% | -60.4% | -28.3% |
| All | +31.0% | +304.2% | -273.2% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling