+36.3%
BABA vs GM
+198.3%
-162.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.9% |
| 7D | +11.6% | -1.4% | +13.1% | +11.9% |
| 30D | +2.3% | +6.4% | -4.1% | +1.1% |
| 3M | -13.7% | -0.7% | -13.0% | -13.9% |
| 6M | -21.9% | +9.9% | -31.8% | -23.7% |
| YTD | -24.6% | +6.7% | -31.3% | -26.1% |
| 1Y | -34.1% | +26.2% | -60.3% | -37.0% |
| 3Y | +36.3% | +205.0% | -168.8% | +13.8% |
| All | +36.3% | +198.3% | -162.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling