-31.3%
BABA vs GRMN
+75.1%
-106.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | -2.9% | -1.9% | -3.8% |
| 30D | -11.9% | -8.4% | -3.5% | -9.3% |
| 3M | -9.3% | +15.0% | -24.3% | -14.4% |
| 6M | -14.2% | +11.2% | -25.5% | -18.2% |
| YTD | -22.0% | +37.7% | -59.7% | -31.5% |
| 1Y | -12.7% | +18.5% | -31.2% | -19.2% |
| 3Y | +26.7% | +175.8% | -149.2% | -30.3% |
| All | -31.3% | +75.1% | -106.4% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling