-23.3%
BABA vs GH
+480.1%
-503.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -12.3% | -4.5% | -7.8% | -11.6% |
| 3M | -5.3% | +28.9% | -34.2% | -10.4% |
| 6M | -13.1% | +76.5% | -89.6% | -23.1% |
| YTD | -22.4% | +57.6% | -80.0% | -30.3% |
| 1Y | -19.5% | +167.5% | -187.0% | -35.7% |
| 3Y | +32.9% | +377.4% | -344.5% | -12.6% |
| 5Y | -29.9% | +23.8% | -53.7% | -45.2% |
| All | -23.3% | +480.1% | -503.4% | -54.1% |
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