-31.3%
BABA vs GIS
-19.2%
-12.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.3% |
| 7D | -4.8% | -7.8% | +3.1% | -4.8% |
| 30D | -11.9% | +6.6% | -18.5% | -11.9% |
| 3M | -9.3% | +21.0% | -30.2% | -9.2% |
| 6M | -14.2% | -9.1% | -5.2% | -14.3% |
| YTD | -22.0% | -13.6% | -8.4% | -22.1% |
| 1Y | -12.7% | -18.0% | +5.3% | -12.8% |
| 3Y | +26.7% | -33.7% | +60.3% | +26.7% |
| All | -31.3% | -19.2% | -12.1% | -20.7% |
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