-12.4%
BABA vs GLXY
-38.3%
+25.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.2% | -9.9% | -4.3% |
| 7D | +3.8% | -0.5% | +4.4% | +3.2% |
| 30D | -5.4% | -28.6% | +23.2% | -2.7% |
| 3M | -17.9% | -28.1% | +10.1% | -16.2% |
| 6M | -24.1% | -52.0% | +27.9% | -19.3% |
| YTD | -27.4% | -35.1% | +7.7% | -27.7% |
| 1Y | -36.1% | -54.0% | +18.0% | -33.7% |
| All | -12.4% | -38.3% | +25.9% | -11.9% |
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 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