+26.8%
BABA vs GGLL
+184.7%
-157.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.5% |
| 7D | +8.6% | -1.3% | +9.9% | +8.8% |
| 30D | -1.1% | -36.3% | +35.2% | +6.9% |
| 3M | -15.9% | -42.7% | +26.8% | -7.5% |
| 6M | -17.5% | -53.1% | +35.5% | -6.7% |
| YTD | -25.6% | -32.1% | +6.5% | -22.1% |
| 1Y | -33.8% | -20.1% | -13.8% | -33.1% |
| 3Y | +34.6% | +151.7% | -117.1% | +1.7% |
| All | +26.8% | +184.7% | -157.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling