+11.7%
BABA vs GIS
-16.9%
+28.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -13.8% | -3.4% | -10.4% | -13.6% |
| 30D | -15.1% | +6.9% | -22.0% | -15.4% |
| 3M | -22.7% | -10.1% | -12.6% | -22.2% |
| 6M | -34.7% | +5.9% | -40.5% | -35.1% |
| YTD | -35.0% | -21.1% | -13.9% | -34.1% |
| 1Y | -40.4% | -22.5% | -17.9% | -39.5% |
| 3Y | +21.9% | -39.0% | +60.9% | +25.9% |
| 5Y | -39.9% | -33.3% | -6.5% | -38.6% |
| All | +11.7% | -16.9% | +28.6% | +9.5% |
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