-27.8%
BABA vs GTLB
-47.1%
+19.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -4.8% | +11.1% | -15.8% | -6.6% |
| 30D | -11.9% | +37.8% | -49.7% | -16.9% |
| 3M | -9.3% | +61.6% | -70.8% | -17.0% |
| 6M | -14.2% | +98.9% | -113.2% | -25.3% |
| YTD | -22.0% | +32.8% | -54.8% | -27.3% |
| 1Y | -12.7% | +14.7% | -27.4% | -17.0% |
| 3Y | +26.7% | +1.3% | +25.3% | +15.0% |
| All | -27.8% | -47.1% | +19.3% | -40.5% |
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