-31.3%
BABA vs GLDM
+143.3%
-174.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 3M | -9.3% | -1.1% | -8.2% | -9.1% |
| 6M | -14.2% | -13.7% | -0.6% | -9.2% |
| YTD | -22.0% | +2.8% | -24.8% | -23.7% |
| 1Y | -12.7% | +24.8% | -37.6% | -21.6% |
| 3Y | +26.7% | +127.8% | -101.2% | -17.7% |
| All | -31.3% | +143.3% | -174.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling