-40.0%
BABA vs GLDM
+221.7%
-261.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +8.6% | +1.9% | +6.7% | +8.0% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | -15.9% | -3.5% | -12.4% | -15.3% |
| 6M | -17.5% | -10.1% | -7.5% | -15.1% |
| YTD | -25.6% | -5.0% | -20.5% | -24.7% |
| 1Y | -33.8% | +2.8% | -36.6% | -34.5% |
| 3Y | +34.6% | +105.1% | -70.5% | +10.2% |
| 5Y | -27.7% | +124.3% | -151.9% | -42.6% |
| All | -40.0% | +221.7% | -261.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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