-35.7%
BABA vs GFI
+321.4%
-357.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | -3.6% | +2.2% | -5.8% | -4.0% |
| 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% | -24.0% |
| YTD | -30.1% | -9.5% | -20.6% | -30.4% |
| 1Y | -36.3% | -6.8% | -29.5% | -36.9% |
| 3Y | +30.4% | +223.7% | -193.3% | +0.7% |
| 5Y | -35.7% | +321.8% | -357.5% | -57.6% |
| All | -35.7% | +321.4% | -357.1% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling