+534.9%
GEV vs BABA
+55.9%
+479.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.7% | +10.9% | +7.6% |
| 7D | -3.8% | +3.8% | -7.6% | -4.5% |
| 30D | -17.4% | -5.4% | -12.0% | -16.9% |
| 3M | -16.2% | -17.9% | +1.7% | -14.1% |
| 6M | -20.2% | -24.1% | +3.9% | -17.3% |
| YTD | +27.2% | -27.4% | +54.7% | +31.9% |
| 1Y | +44.6% | -36.1% | +80.6% | +52.5% |
| All | +534.9% | +55.9% | +479.1% | +407.4% |
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