-29.5%
BABA vs GFS
-3.9%
-25.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | +2.6% | -2.8% | -0.6% |
| 30D | -12.3% | -16.4% | +4.1% | -9.6% |
| 3M | -5.3% | -41.6% | +36.3% | +3.7% |
| 6M | -13.1% | -3.7% | -9.4% | -15.3% |
| YTD | -22.4% | +29.3% | -51.7% | -29.7% |
| 1Y | -19.5% | +37.1% | -56.6% | -28.2% |
| 3Y | +32.9% | -22.1% | +55.1% | +29.1% |
| All | -29.5% | -3.9% | -25.5% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling