-28.3%
BABA vs GFS
-38.3%
+10.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +0.2% |
| 7D | +11.6% | -7.8% | +19.5% | +13.0% |
| 30D | +2.3% | -19.7% | +21.9% | +6.0% |
| 3M | -13.7% | -23.1% | +9.4% | -10.4% |
| 6M | -21.9% | -46.4% | +24.5% | -14.2% |
| YTD | -24.6% | +11.0% | -35.7% | -30.6% |
| 1Y | -34.1% | +12.6% | -46.7% | -39.6% |
| 3Y | +36.3% | -24.9% | +61.2% | +31.5% |
| All | -28.3% | -38.3% | +10.0% | -30.6% |
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 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