-36.5%
BABA vs GFS
-8.5%
-28.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.1% |
| 7D | -3.6% | +6.2% | -9.8% | -4.8% |
| 30D | -8.4% | -11.4% | +3.0% | -6.8% |
| 3M | -20.6% | -15.5% | -5.1% | -18.9% |
| 6M | -25.4% | -42.6% | +17.3% | -19.1% |
| YTD | -30.1% | +23.2% | -53.3% | -36.6% |
| 1Y | -36.3% | +23.6% | -59.9% | -42.3% |
| 3Y | +30.4% | -17.2% | +47.6% | +23.9% |
| 5Y | -35.7% | -23.4% | -12.3% | -40.4% |
| All | -36.5% | -8.5% | -28.0% | -41.3% |
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