-39.8%
BABA vs GH
+45.9%
-85.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.4% |
| 7D | -13.8% | +0.6% | -14.3% | -13.9% |
| 30D | -15.1% | -6.9% | -8.2% | -14.3% |
| 3M | -22.7% | -4.9% | -17.8% | -22.6% |
| 6M | -34.7% | +54.1% | -88.7% | -41.5% |
| YTD | -35.0% | +48.5% | -83.5% | -42.1% |
| 1Y | -40.4% | +61.2% | -101.6% | -47.9% |
| 3Y | +21.9% | +570.3% | -548.4% | -33.1% |
| All | -39.8% | +45.9% | -85.7% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling