-30.1%
BABA vs GH
+459.8%
-489.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.1% |
| 7D | +2.4% | -11.2% | +13.6% | +4.3% |
| 30D | -7.8% | -7.2% | -0.5% | -6.9% |
| 3M | -22.4% | -7.1% | -15.3% | -21.9% |
| 6M | -26.0% | +62.3% | -88.3% | -33.6% |
| YTD | -29.3% | +52.1% | -81.4% | -36.4% |
| 1Y | -37.5% | +58.6% | -96.2% | -44.4% |
| 3Y | +31.9% | +619.9% | -588.0% | -21.2% |
| 5Y | -33.4% | +49.7% | -83.1% | -49.6% |
| All | -30.1% | +459.8% | -489.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling