+6.8%
BABA vs GNRC
+351.7%
-344.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.9% |
| 7D | -12.7% | +11.9% | -24.6% | -15.2% |
| 30D | -14.9% | -10.0% | -4.9% | -13.4% |
| 3M | -24.6% | -13.1% | -11.6% | -23.3% |
| 6M | -29.3% | -28.5% | -0.9% | -25.5% |
| YTD | -35.0% | +41.4% | -76.5% | -43.5% |
| 1Y | -39.7% | +18.8% | -58.4% | -45.3% |
| 3Y | +21.2% | +86.3% | -65.1% | -6.5% |
| 5Y | -39.9% | -56.8% | +16.9% | -35.3% |
| 10Y | +7.8% | +382.1% | -374.2% | -42.3% |
| All | +6.8% | +351.7% | -344.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling