+40.6%
GLW vs BABA
-34.7%
+75.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.8% | -7.5% |
| 7D | -9.5% | +4.3% | -13.8% | -10.9% |
| 30D | -25.5% | -5.0% | -20.5% | -24.2% |
| 3M | -25.6% | -18.4% | -7.2% | -20.4% |
| 6M | -25.5% | -20.3% | -5.2% | -16.7% |
| YTD | +36.4% | -27.5% | +63.9% | +54.7% |
| 1Y | +40.6% | -35.3% | +75.9% | +62.2% |
| All | +40.6% | -34.7% | +75.3% | +62.2% |
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