-21.5%
BABA vs GLXY
-38.8%
+17.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.5% |
| 7D | -13.8% | +5.3% | -19.0% | -14.3% |
| 30D | -15.1% | -19.8% | +4.7% | -13.9% |
| 3M | -22.7% | -31.4% | +8.6% | -20.6% |
| 6M | -34.7% | -53.3% | +18.6% | -30.3% |
| YTD | -35.0% | -35.7% | +0.7% | -35.3% |
| 1Y | -40.4% | -47.2% | +6.8% | -39.4% |
| All | -21.5% | -38.8% | +17.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling