+493.9%
GLW vs BABA
+16.2%
+477.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | -13.9% | +11.6% | -25.6% | -16.1% |
| 30D | -35.0% | +2.3% | -37.3% | -35.4% |
| 3M | -32.4% | -13.7% | -18.7% | -30.5% |
| 6M | -41.3% | -21.9% | -19.4% | -38.6% |
| YTD | +21.8% | -24.6% | +46.5% | +28.3% |
| 1Y | +21.8% | -34.1% | +55.9% | +31.7% |
| 3Y | +307.7% | +36.3% | +271.4% | +263.0% |
| 5Y | +213.7% | -26.7% | +240.4% | +209.4% |
| All | +493.9% | +16.2% | +477.7% | +393.6% |
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