-30.3%
BABA vs GTLB
-49.0%
+18.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +11.6% | -11.1% | +22.7% | +13.7% |
| 30D | +2.3% | -7.5% | +9.8% | +3.4% |
| 3M | -13.7% | +34.8% | -48.5% | -18.6% |
| 6M | -21.9% | +98.0% | -119.9% | -31.8% |
| YTD | -24.6% | +28.1% | -52.8% | -29.6% |
| 1Y | -34.1% | +5.6% | -39.7% | -36.4% |
| 3Y | +36.3% | +15.9% | +20.3% | +19.7% |
| 5Y | -26.7% | -61.1% | +34.3% | -39.0% |
| All | -30.3% | -49.0% | +18.7% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling