+2.8%
GLD vs BABA
-34.7%
+37.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.8% |
| 7D | -0.3% | +4.3% | -4.6% | -1.0% |
| 30D | -1.9% | -5.0% | +3.1% | -1.1% |
| 3M | -0.4% | -18.4% | +17.9% | +2.6% |
| 6M | -10.2% | -20.3% | +10.1% | -6.2% |
| YTD | -6.0% | -27.5% | +21.5% | +0.8% |
| 1Y | +2.8% | -35.3% | +38.1% | +11.7% |
| All | +2.8% | -34.7% | +37.5% | +11.7% |
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