+16.7%
BABA vs GM
+221.2%
-204.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.2% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | -17.3% | -4.6% | -12.7% | -16.2% |
| 3M | -7.8% | +0.2% | -8.0% | -8.2% |
| 6M | -16.8% | +12.6% | -29.4% | -20.2% |
| YTD | -24.7% | +3.7% | -28.4% | -26.2% |
| 1Y | -24.9% | +45.6% | -70.6% | -34.3% |
| 3Y | +29.1% | +162.0% | -132.9% | -10.5% |
| 5Y | -30.5% | +80.5% | -111.0% | -46.7% |
| 10Y | +16.7% | +231.3% | -214.6% | -26.1% |
| All | +16.7% | +221.2% | -204.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling