+24.5%
GLD vs BABA
-14.2%
+38.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -0.5% | -4.8% | +4.2% | +0.2% |
| 30D | +4.4% | -11.9% | +16.3% | +6.2% |
| 3M | -1.1% | -9.3% | +8.2% | +0.5% |
| 6M | -13.8% | -14.2% | +0.5% | -11.6% |
| YTD | +2.6% | -22.0% | +24.7% | +7.0% |
| 1Y | +24.5% | -12.7% | +37.2% | +33.3% |
| All | +24.5% | -14.2% | +38.7% | +33.3% |
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