-36.3%
BABA vs GNRC
+24.2%
-60.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.7% | -7.9% | -1.6% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -8.4% | -11.2% | +2.8% | -7.5% |
| 3M | -20.6% | -10.1% | -10.5% | -20.1% |
| 6M | -25.4% | -28.5% | +3.1% | -23.2% |
| YTD | -30.1% | +42.3% | -72.4% | -36.6% |
| 1Y | -36.3% | +22.8% | -59.1% | -42.3% |
| All | -36.3% | +24.2% | -60.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling