+62.2%
GEV vs BABA
-18.7%
+80.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +8.1% | -0.2% | +8.3% | +8.1% |
| 30D | -1.9% | -12.3% | +10.3% | -0.2% |
| 3M | +4.1% | -5.3% | +9.4% | +4.9% |
| 6M | +23.2% | -13.1% | +36.3% | +25.5% |
| YTD | +48.9% | -22.4% | +71.3% | +52.7% |
| 1Y | +62.2% | -19.5% | +81.7% | +74.9% |
| All | +62.2% | -18.7% | +80.9% | +74.9% |
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