-9.0%
BABA vs GLXY
-41.9%
+32.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -4.0% | +0.8% |
| 7D | +11.6% | -14.6% | +26.3% | +12.8% |
| 30D | +2.3% | -36.2% | +38.5% | +6.5% |
| 3M | -13.7% | -30.1% | +16.4% | -11.6% |
| 6M | -21.9% | -56.1% | +34.2% | -16.2% |
| YTD | -24.6% | -38.9% | +14.3% | -24.5% |
| 1Y | -34.1% | -55.0% | +20.9% | -31.7% |
| All | -9.0% | -41.9% | +32.9% | -7.9% |
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