+15.8%
BABA vs GIS
-17.6%
+33.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.6% |
| 7D | +3.8% | +0.4% | +3.4% | +3.8% |
| 30D | -5.4% | +10.1% | -15.5% | -5.9% |
| 3M | -17.9% | -3.7% | -14.3% | -17.8% |
| 6M | -24.1% | +4.3% | -28.3% | -24.5% |
| YTD | -27.4% | -19.8% | -7.6% | -26.5% |
| 1Y | -36.1% | -20.5% | -15.6% | -35.2% |
| 3Y | +35.4% | -38.3% | +73.7% | +39.7% |
| 5Y | -30.1% | -32.2% | +2.1% | -28.7% |
| 10Y | +15.8% | -18.0% | +33.8% | +14.3% |
| All | +15.8% | -17.6% | +33.4% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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