+31.0%
BABA vs GWRE
+51.5%
-20.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -2.6% |
| 7D | -2.2% | -26.2% | +24.1% | -0.4% |
| 30D | -17.3% | -17.8% | +0.4% | -16.7% |
| 3M | -7.8% | +14.2% | -22.0% | -9.8% |
| 6M | -16.8% | -12.9% | -3.9% | -16.8% |
| YTD | -24.7% | -29.2% | +4.6% | -23.1% |
| 1Y | -24.9% | -44.4% | +19.5% | -20.7% |
| All | +31.0% | +51.5% | -20.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling