-10.2%
BABA vs GLXY
-44.8%
+34.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.7% | +3.3% |
| 7D | +8.6% | -28.4% | +37.0% | +11.8% |
| 30D | -1.1% | -41.4% | +40.3% | +3.9% |
| 3M | -15.9% | -31.9% | +16.0% | -13.8% |
| 6M | -17.5% | -57.2% | +39.7% | -11.4% |
| YTD | -25.6% | -41.9% | +16.4% | -25.0% |
| 1Y | -33.8% | -58.7% | +24.9% | -30.7% |
| All | -10.2% | -44.8% | +34.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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