-28.3%
BABA vs GIS
-30.4%
+2.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.3% |
| 7D | +11.6% | +3.6% | +8.1% | +11.6% |
| 30D | +2.3% | +13.9% | -11.6% | +2.4% |
| 3M | -13.7% | +0.3% | -14.0% | -13.6% |
| 6M | -21.9% | +5.0% | -26.9% | -21.9% |
| YTD | -24.6% | -18.4% | -6.3% | -24.6% |
| 1Y | -34.1% | -17.4% | -16.7% | -34.1% |
| 3Y | +36.3% | -36.9% | +73.2% | +37.2% |
| All | -28.3% | -30.4% | +2.1% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling