+27.1%
BABA vs GGLL
+245.5%
-218.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | -4.8% | -4.8% | 0.0% | -3.9% |
| 30D | -11.9% | -13.7% | +1.8% | -9.7% |
| 3M | -9.3% | -21.9% | +12.6% | -6.1% |
| 6M | -14.2% | +11.7% | -25.9% | -17.0% |
| YTD | -22.0% | +2.3% | -24.3% | -23.5% |
| 1Y | -12.7% | +76.2% | -88.9% | -21.7% |
| All | +27.1% | +245.5% | -218.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling