+526.6%
GEV vs BABA
+39.6%
+487.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.1% | +8.3% | +2.2% |
| 7D | +6.2% | -12.7% | +18.9% | +8.0% |
| 30D | -18.4% | -14.9% | -3.6% | -16.8% |
| 3M | -21.2% | -24.6% | +3.4% | -18.4% |
| 6M | -23.6% | -29.3% | +5.8% | -20.2% |
| YTD | +25.5% | -35.0% | +60.6% | +31.9% |
| 1Y | +42.6% | -39.7% | +82.3% | +51.4% |
| All | +526.6% | +39.6% | +487.0% | +407.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling