+1.8%
GLD vs BABA
-34.6%
+36.4%
-28.3%
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 | +4.7% | +11.6% | -6.9% | +2.6% |
| 30D | -0.9% | +2.3% | -3.2% | -1.4% |
| 3M | -4.4% | -13.7% | +9.3% | -2.5% |
| 6M | -13.6% | -21.9% | +8.3% | -8.9% |
| YTD | -6.0% | -24.6% | +18.6% | +0.1% |
| 1Y | +1.8% | -34.1% | +35.9% | +10.1% |
| All | +1.8% | -34.6% | +36.4% | +10.1% |
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