-39.2%
BABA vs GLDM
+219.1%
-258.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +11.6% | +4.7% | +7.0% | +10.2% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | -13.7% | -4.3% | -9.4% | -12.8% |
| 6M | -21.9% | -13.4% | -8.5% | -18.7% |
| YTD | -24.6% | -5.8% | -18.8% | -23.5% |
| 1Y | -34.1% | +2.1% | -36.2% | -34.6% |
| 3Y | +36.3% | +105.0% | -68.8% | +11.6% |
| 5Y | -26.7% | +122.5% | -149.2% | -41.7% |
| All | -39.2% | +219.1% | -258.3% | -52.0% |
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