+215.4%
GLD vs BABA
+16.3%
+199.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.6% |
| 7D | +2.8% | +2.4% | +0.5% | +2.7% |
| 30D | -4.0% | -7.8% | +3.8% | -3.7% |
| 3M | -8.2% | -22.4% | +14.1% | -7.4% |
| 6M | -14.8% | -26.0% | +11.1% | -14.0% |
| YTD | -6.8% | -29.3% | +22.5% | -5.7% |
| 1Y | -2.4% | -37.5% | +35.1% | -0.9% |
| 3Y | +105.8% | +31.9% | +73.9% | +103.8% |
| 5Y | +113.3% | -33.4% | +146.7% | +111.6% |
| All | +215.4% | +16.3% | +199.1% | +200.6% |
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