+19.3%
BABA vs GME
+212.6%
-193.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.6% | -3.8% |
| 7D | +3.8% | +5.8% | -2.0% | +3.6% |
| 30D | -5.4% | -3.7% | -1.7% | -5.2% |
| 3M | -17.9% | +33.6% | -51.5% | -19.0% |
| 6M | -24.1% | +5.4% | -29.5% | -24.4% |
| YTD | -27.4% | +27.4% | -54.9% | -28.4% |
| 1Y | -36.1% | +19.0% | -55.1% | -36.7% |
| 3Y | +35.4% | +101.5% | -66.1% | +23.2% |
| 5Y | -30.1% | -50.5% | +20.4% | -34.3% |
| 10Y | +15.8% | +493.3% | -477.5% | -28.7% |
| All | +19.3% | +212.6% | -193.3% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling