-35.3%
BABA vs GTLB
-49.8%
+14.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -3.6% | -9.6% | +6.1% | -2.0% |
| 30D | -8.4% | -15.5% | +7.2% | -6.0% |
| 3M | -20.6% | +12.4% | -33.0% | -22.7% |
| 6M | -25.4% | +84.6% | -109.9% | -34.0% |
| YTD | -30.1% | +26.1% | -56.2% | -34.5% |
| 1Y | -36.3% | +1.7% | -38.0% | -38.0% |
| 3Y | +30.4% | +6.1% | +24.3% | +16.8% |
| 5Y | -35.7% | -61.1% | +25.4% | -46.4% |
| All | -35.3% | -49.8% | +14.5% | -46.4% |
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