-23.9%
BABA vs GWRE
-45.4%
+21.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -2.9% | -30.9% | +28.0% | -3.4% |
| 30D | -15.1% | -20.7% | +5.6% | -15.4% |
| 3M | -5.0% | +20.2% | -25.2% | -5.3% |
| 6M | -19.9% | -11.9% | -8.1% | -20.7% |
| YTD | -25.3% | -30.3% | +5.0% | -30.6% |
| 1Y | -23.9% | -44.6% | +20.8% | -26.1% |
| All | -23.9% | -45.4% | +21.5% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling