-34.0%
BABA vs GFS
-13.5%
-20.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -4.6% |
| 7D | +3.8% | -3.1% | +7.0% | +4.1% |
| 30D | -5.4% | -16.0% | +10.6% | -2.8% |
| 3M | -17.9% | -24.7% | +6.8% | -14.5% |
| 6M | -24.1% | -45.1% | +21.1% | -17.1% |
| YTD | -27.4% | +16.5% | -43.9% | -33.5% |
| 1Y | -36.1% | +19.3% | -55.4% | -41.8% |
| 3Y | +35.4% | -20.0% | +55.3% | +29.3% |
| 5Y | -30.1% | -32.0% | +1.9% | -34.5% |
| All | -34.0% | -13.5% | -20.6% | -38.4% |
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