-30.5%
BABA vs GFI
+512.6%
-543.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -2.2% | +4.7% | -6.9% | -2.9% |
| 30D | -17.3% | +14.4% | -31.7% | -19.3% |
| 3M | -7.8% | +32.5% | -40.3% | -12.6% |
| 6M | -16.8% | -7.2% | -9.6% | -16.7% |
| YTD | -24.7% | +10.9% | -35.5% | -27.1% |
| 1Y | -24.9% | +35.5% | -60.4% | -30.1% |
| 3Y | +29.1% | +312.1% | -283.0% | -4.4% |
| 5Y | -30.5% | +524.6% | -555.1% | -56.4% |
| All | -30.5% | +512.6% | -543.1% | -56.4% |
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 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