-35.3%
BABA vs GFS
+15.5%
-50.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.9% | +5.3% |
| 7D | +4.3% | -12.5% | +16.8% | +5.2% |
| 30D | -5.0% | -16.9% | +12.0% | -3.9% |
| 3M | -18.4% | -22.3% | +3.9% | -17.3% |
| 6M | -20.3% | -40.2% | +20.0% | -17.7% |
| YTD | -27.5% | +16.0% | -43.5% | -31.4% |
| 1Y | -35.3% | +17.7% | -53.0% | -37.6% |
| All | -35.3% | +15.5% | -50.8% | -37.6% |
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