+17.1%
BABA vs GRMN
+668.8%
-651.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +11.6% | +4.7% | +6.9% | +9.8% |
| 30D | +2.3% | +3.4% | -1.1% | +0.8% |
| 3M | -13.7% | -5.0% | -8.7% | -12.4% |
| 6M | -21.9% | +18.6% | -40.5% | -27.8% |
| YTD | -24.6% | +42.5% | -67.1% | -35.4% |
| 1Y | -34.1% | +42.3% | -76.4% | -43.6% |
| 3Y | +36.3% | +158.5% | -122.2% | -16.8% |
| 5Y | -26.7% | +123.6% | -150.3% | -53.7% |
| All | +17.1% | +668.8% | -651.7% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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