+11.7%
BABA vs GM
+205.9%
-194.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -13.8% | -0.2% | -13.6% | -13.7% |
| 30D | -15.1% | +3.6% | -18.7% | -16.2% |
| 3M | -22.7% | -0.2% | -22.5% | -23.2% |
| 6M | -34.7% | +13.9% | -48.6% | -38.0% |
| YTD | -35.0% | +6.5% | -41.5% | -37.2% |
| 1Y | -40.4% | +20.7% | -61.1% | -44.6% |
| 3Y | +21.9% | +229.5% | -207.5% | -22.2% |
| 5Y | -39.9% | +41.5% | -81.4% | -51.1% |
| All | +11.7% | +205.9% | -194.2% | -24.0% |
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