-28.2%
BABA vs GTLB
-50.0%
+21.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.4% |
| 7D | -0.2% | +4.6% | -4.7% | -1.0% |
| 30D | -12.3% | +21.0% | -33.3% | -15.4% |
| 3M | -5.3% | +51.7% | -57.0% | -12.5% |
| 6M | -13.1% | +89.3% | -102.4% | -23.7% |
| YTD | -22.4% | +25.6% | -48.1% | -27.0% |
| 1Y | -19.5% | -1.5% | -17.9% | -21.3% |
| 3Y | +32.9% | -9.9% | +42.9% | +23.5% |
| All | -28.2% | -50.0% | +21.8% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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