+15.7%
BABA vs GM
+245.7%
-230.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.1% |
| 30D | -7.8% | +7.2% | -15.0% | -10.0% |
| 3M | -22.4% | +1.0% | -23.4% | -23.2% |
| 6M | -26.0% | +13.0% | -39.0% | -29.6% |
| YTD | -29.3% | +9.8% | -39.1% | -32.3% |
| 1Y | -37.5% | +25.9% | -63.4% | -42.7% |
| 3Y | +31.9% | +240.4% | -208.5% | -16.6% |
| 5Y | -33.4% | +56.1% | -89.5% | -47.4% |
| 10Y | +15.7% | +226.7% | -211.0% | -22.6% |
| All | +15.7% | +245.7% | -230.0% | -22.6% |
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