-29.1%
BABA vs GFS
-3.7%
-25.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | -11.9% | -8.6% | -3.3% | -10.8% |
| 3M | -9.3% | -46.5% | +37.3% | +1.1% |
| 6M | -14.2% | -4.8% | -9.4% | -16.3% |
| YTD | -22.0% | +29.7% | -51.7% | -29.4% |
| 1Y | -12.7% | +35.8% | -48.5% | -22.0% |
| 3Y | +26.7% | -18.3% | +45.0% | +21.7% |
| All | -29.1% | -3.7% | -25.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling