+16.7%
BABA vs GIS
-18.7%
+35.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.2% | -8.3% | +8.1% | +0.4% |
| 30D | -12.3% | +2.2% | -14.4% | -12.5% |
| 3M | -5.3% | +15.7% | -21.0% | -6.5% |
| 6M | -13.1% | -12.0% | -1.1% | -12.3% |
| YTD | -22.4% | -15.0% | -7.5% | -21.6% |
| 1Y | -19.5% | -20.1% | +0.6% | -18.3% |
| 3Y | +32.9% | -34.6% | +67.6% | +37.1% |
| 5Y | -29.9% | -22.8% | -7.0% | -29.4% |
| 10Y | +16.7% | -18.5% | +35.2% | +26.3% |
| All | +16.7% | -18.7% | +35.4% | +26.3% |
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