+220.7%
GLD vs BABA
+23.9%
+196.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | +1.9% | +8.6% | -6.7% | +1.6% |
| 30D | -1.8% | -1.1% | -0.7% | -1.8% |
| 3M | -3.6% | -15.9% | +12.3% | -3.2% |
| 6M | -10.2% | -17.5% | +7.3% | -9.8% |
| YTD | -5.3% | -25.6% | +20.3% | -4.6% |
| 1Y | +2.5% | -33.8% | +36.3% | +3.3% |
| 3Y | +103.2% | +34.6% | +68.6% | +102.2% |
| 5Y | +121.1% | -27.7% | +148.7% | +118.8% |
| 10Y | +201.9% | +17.7% | +184.2% | +211.4% |
| All | +220.7% | +23.9% | +196.8% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling