+14.4%
BABA vs GWRE
+129.6%
-115.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -2.9% | -30.9% | +28.0% | +6.7% |
| 30D | -15.1% | -20.7% | +5.6% | -10.8% |
| 3M | -5.0% | +20.2% | -25.2% | -13.2% |
| 6M | -19.9% | -11.9% | -8.1% | -20.9% |
| YTD | -25.3% | -30.3% | +5.0% | -20.9% |
| 1Y | -23.9% | -44.6% | +20.8% | -12.8% |
| 3Y | +28.1% | +48.8% | -20.7% | -8.2% |
| 5Y | -31.4% | +14.8% | -46.1% | -47.2% |
| All | +14.4% | +129.6% | -115.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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