+23.9%
BABA vs GM
+231.1%
-207.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.4% |
| 7D | +11.6% | -1.4% | +13.1% | +12.1% |
| 30D | +2.3% | +6.4% | -4.1% | +0.1% |
| 3M | -13.7% | -0.7% | -13.0% | -14.1% |
| 6M | -21.9% | +9.9% | -31.8% | -25.1% |
| YTD | -24.6% | +6.7% | -31.3% | -27.2% |
| 1Y | -34.1% | +26.2% | -60.3% | -39.8% |
| 3Y | +36.3% | +205.0% | -168.8% | -11.3% |
| 5Y | -26.7% | +53.6% | -80.3% | -41.8% |
| 10Y | +19.2% | +233.4% | -214.2% | -30.9% |
| All | +23.9% | +231.1% | -207.2% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling