+52.4%
GEV vs BABA
-34.7%
+87.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.9% | -14.2% | -9.9% |
| 7D | -5.1% | +4.3% | -9.4% | -5.7% |
| 30D | -15.8% | -5.0% | -10.9% | -15.2% |
| 3M | -18.2% | -18.4% | +0.2% | -15.8% |
| 6M | -22.4% | -20.3% | -2.1% | -19.0% |
| YTD | +27.7% | -27.5% | +55.2% | +32.1% |
| 1Y | +52.4% | -35.3% | +87.7% | +59.8% |
| All | +52.4% | -34.7% | +87.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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