-25.5%
BABA vs GH
+443.7%
-469.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.6% |
| 7D | +11.6% | -15.6% | +27.3% | +14.8% |
| 30D | +2.3% | -10.4% | +12.7% | +4.0% |
| 3M | -13.7% | -4.3% | -9.4% | -13.6% |
| 6M | -21.9% | +63.5% | -85.5% | -30.1% |
| YTD | -24.6% | +47.7% | -72.4% | -31.9% |
| 1Y | -34.1% | +56.7% | -90.8% | -41.2% |
| 3Y | +36.3% | +443.9% | -407.6% | -13.5% |
| 5Y | -26.7% | +36.9% | -63.6% | -43.7% |
| All | -25.5% | +443.7% | -469.2% | -55.1% |
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 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