+27.1%
BABA vs GLDM
+128.8%
-101.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | -11.9% | +4.4% | -16.3% | -13.4% |
| 3M | -9.3% | -1.1% | -8.2% | -9.1% |
| 6M | -14.2% | -13.7% | -0.6% | -10.2% |
| YTD | -22.0% | +2.8% | -24.8% | -22.7% |
| 1Y | -12.7% | +24.8% | -37.6% | -17.8% |
| All | +27.1% | +128.8% | -101.6% | +5.0% |
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 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