-39.8%
BABA vs GFS
-25.2%
-14.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.5% |
| 7D | -13.8% | +7.4% | -21.1% | -15.0% |
| 30D | -15.1% | -15.3% | +0.2% | -12.9% |
| 3M | -22.7% | -21.1% | -1.6% | -20.0% |
| 6M | -34.7% | -44.5% | +9.8% | -28.6% |
| YTD | -35.0% | +19.2% | -54.2% | -41.1% |
| 1Y | -40.4% | +27.2% | -67.7% | -46.8% |
| 3Y | +21.9% | -20.1% | +42.1% | +16.3% |
| All | -39.8% | -25.2% | -14.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling