-29.9%
BABA vs GNRC
-57.1%
+27.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | -0.2% | +4.8% | -5.0% | -1.4% |
| 30D | -12.3% | -10.4% | -1.9% | -10.1% |
| 3M | -5.3% | -28.5% | +23.2% | +1.9% |
| 6M | -13.1% | -6.8% | -6.3% | -13.8% |
| YTD | -22.4% | +39.5% | -61.9% | -32.0% |
| 1Y | -19.5% | +3.4% | -22.9% | -23.9% |
| 3Y | +32.9% | +65.1% | -32.2% | +4.8% |
| 5Y | -29.9% | -57.1% | +27.2% | -16.1% |
| All | -29.9% | -57.1% | +27.2% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling