+17.1%
BABA vs GME
+497.1%
-480.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +1.1% |
| 7D | +11.6% | +3.7% | +8.0% | +11.5% |
| 30D | +2.3% | +2.2% | +0.1% | +2.2% |
| 3M | -13.7% | +30.6% | -44.3% | -14.7% |
| 6M | -21.9% | -0.2% | -21.7% | -22.0% |
| YTD | -24.6% | +25.1% | -49.7% | -25.5% |
| 1Y | -34.1% | +17.7% | -51.8% | -34.7% |
| 3Y | +36.3% | +85.7% | -49.4% | +25.5% |
| 5Y | -26.7% | -52.9% | +26.2% | -30.8% |
| All | +17.1% | +497.1% | -480.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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