+206.1%
GLD vs BABA
+8.5%
+197.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | -13.8% | +9.2% | -4.0% |
| 30D | -5.5% | -15.1% | +9.6% | -4.8% |
| 3M | -10.9% | -22.7% | +11.8% | -10.0% |
| 6M | -17.4% | -34.7% | +17.2% | -16.1% |
| YTD | -10.3% | -35.0% | +24.7% | -9.0% |
| 1Y | -7.2% | -40.4% | +33.2% | -5.5% |
| 3Y | +96.9% | +21.9% | +75.0% | +95.7% |
| 5Y | +103.8% | -39.9% | +143.6% | +102.8% |
| All | +206.1% | +8.5% | +197.7% | +193.7% |
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 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