+31.1%
BABA vs GFI
+230.7%
-199.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | -3.6% | +2.2% | -5.8% | -3.9% |
| 30D | -8.4% | +2.2% | -10.5% | -8.8% |
| 3M | -20.6% | -4.6% | -16.0% | -20.6% |
| 6M | -25.4% | -16.7% | -8.6% | -24.2% |
| YTD | -30.1% | -9.5% | -20.6% | -30.0% |
| 1Y | -36.3% | -6.8% | -29.5% | -36.4% |
| All | +31.1% | +230.7% | -199.5% | +12.4% |
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