+31.1%
BABA vs GLDM
+104.1%
-73.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.7% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | -5.0% | -1.9% | -3.1% | -4.4% |
| 3M | -18.4% | -0.4% | -18.0% | -18.7% |
| 6M | -20.3% | -10.1% | -10.2% | -17.6% |
| YTD | -27.5% | -5.8% | -21.7% | -26.2% |
| 1Y | -35.3% | +3.1% | -38.4% | -35.9% |
| All | +31.1% | +104.1% | -73.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling