+21.9%
BABA vs GH
+598.5%
-576.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.1% | -7.1% | -7.1% |
| 7D | -12.7% | +0.9% | -13.6% | -12.8% |
| 30D | -14.9% | -4.5% | -10.4% | -14.7% |
| 3M | -24.6% | -6.2% | -18.4% | -24.5% |
| 6M | -29.3% | +55.0% | -84.3% | -32.6% |
| YTD | -35.0% | +51.6% | -86.6% | -38.3% |
| 1Y | -39.7% | +58.3% | -98.0% | -43.0% |
| All | +21.9% | +598.5% | -576.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling