-22.9%
BABA vs GH
+481.7%
-504.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -11.9% | -1.1% | -10.8% | -11.9% |
| 3M | -9.3% | +21.3% | -30.6% | -13.1% |
| 6M | -14.2% | +73.5% | -87.8% | -23.9% |
| YTD | -22.0% | +58.0% | -80.1% | -30.0% |
| 1Y | -12.7% | +163.1% | -175.8% | -30.1% |
| 3Y | +26.7% | +361.0% | -334.4% | -16.1% |
| 5Y | -29.3% | +22.5% | -51.9% | -44.7% |
| All | -22.9% | +481.7% | -504.6% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling