-12.7%
BABA vs GFS
+37.2%
-49.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -4.8% | +1.0% | -5.8% | -4.8% |
| 30D | -11.9% | -8.6% | -3.3% | -11.4% |
| 3M | -9.3% | -46.5% | +37.3% | -3.1% |
| 6M | -14.2% | -4.8% | -9.4% | -17.1% |
| YTD | -22.0% | +29.7% | -51.7% | -29.3% |
| 1Y | -12.7% | +35.8% | -48.5% | -19.8% |
| All | -12.7% | +37.2% | -49.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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