+142.5%
GLD vs BABA
-30.9%
+173.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | -4.8% | +4.2% | -0.3% |
| 30D | +4.4% | -11.9% | +16.3% | +5.0% |
| 3M | -1.1% | -9.3% | +8.2% | -0.7% |
| 6M | -13.8% | -14.2% | +0.5% | -13.2% |
| YTD | +2.6% | -22.0% | +24.7% | +3.7% |
| 1Y | +24.5% | -12.7% | +37.2% | +25.2% |
| 3Y | +125.8% | +26.7% | +99.2% | +122.7% |
| All | +142.5% | -30.9% | +173.4% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling