+28.2%
BABA vs GM
+237.3%
-209.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -4.8% | +1.9% | -6.7% | -5.3% |
| 30D | -11.9% | -1.4% | -10.5% | -11.6% |
| 3M | -9.3% | +5.9% | -15.2% | -11.2% |
| 6M | -14.2% | +12.4% | -26.6% | -17.9% |
| YTD | -22.0% | +8.6% | -30.7% | -24.7% |
| 1Y | -12.7% | +52.6% | -65.3% | -25.0% |
| 3Y | +26.7% | +169.7% | -143.0% | -13.6% |
| 5Y | -29.3% | +87.5% | -116.9% | -46.7% |
| 10Y | +21.2% | +233.0% | -211.7% | -29.2% |
| All | +28.2% | +237.3% | -209.1% | -26.1% |
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