-41.5%
BABA vs GLDM
+219.0%
-260.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.8% |
| 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% | -18.6% |
| 6M | -20.3% | -10.1% | -10.2% | -17.9% |
| YTD | -27.5% | -5.8% | -21.7% | -26.4% |
| 1Y | -35.3% | +3.1% | -38.4% | -36.0% |
| 3Y | +31.2% | +103.4% | -72.2% | +7.6% |
| 5Y | -32.1% | +125.5% | -157.6% | -46.0% |
| All | -41.5% | +219.0% | -260.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling