-29.9%
BABA vs GM
+84.0%
-113.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -12.3% | -1.8% | -10.4% | -11.8% |
| 3M | -5.3% | +2.6% | -7.9% | -6.6% |
| 6M | -13.1% | +14.6% | -27.6% | -17.9% |
| YTD | -22.4% | +6.2% | -28.6% | -24.9% |
| 1Y | -19.5% | +48.7% | -68.2% | -31.8% |
| 3Y | +32.9% | +168.3% | -135.4% | -18.7% |
| 5Y | -29.9% | +82.8% | -112.6% | -53.0% |
| All | -29.9% | +84.0% | -113.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling