+44.2%
GEV vs BABA
-41.9%
+86.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.7% | -13.8% | +17.5% | +5.2% |
| 30D | -14.7% | -15.1% | +0.4% | -13.2% |
| 3M | -23.4% | -22.7% | -0.7% | -21.1% |
| 6M | -24.3% | -34.7% | +10.3% | -18.4% |
| YTD | +23.2% | -35.0% | +58.2% | +28.5% |
| 1Y | +44.2% | -40.4% | +84.6% | +54.7% |
| All | +44.2% | -41.9% | +86.2% | +54.7% |
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