-40.4%
BABA vs GGLL
-11.0%
-29.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -13.8% | +7.7% | -21.4% | -15.2% |
| 30D | -15.1% | -30.2% | +15.1% | -9.1% |
| 3M | -22.7% | -31.3% | +8.5% | -17.2% |
| 6M | -34.7% | -52.1% | +17.4% | -24.7% |
| YTD | -35.0% | -25.9% | -9.2% | -33.3% |
| 1Y | -40.4% | -8.5% | -32.0% | -41.7% |
| All | -40.4% | -11.0% | -29.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling