+21.9%
BABA vs GTLB
+4.1%
+17.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -7.0% |
| 7D | -12.7% | -3.5% | -9.2% | -12.5% |
| 30D | -14.9% | -9.0% | -5.9% | -14.4% |
| 3M | -24.6% | +15.9% | -40.5% | -25.6% |
| 6M | -29.3% | +104.9% | -134.2% | -33.5% |
| YTD | -35.0% | +26.0% | -61.0% | -36.3% |
| 1Y | -39.7% | +1.8% | -41.5% | -39.8% |
| All | +21.9% | +4.1% | +17.8% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling