+562.0%
GLW vs BABA
+14.9%
+547.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.7% |
| 7D | +1.4% | -3.6% | +5.0% | +2.0% |
| 30D | -18.2% | -8.4% | -9.9% | -16.9% |
| 3M | -24.2% | -20.6% | -3.6% | -20.8% |
| 6M | -41.7% | -25.4% | -16.3% | -38.4% |
| YTD | +38.3% | -30.1% | +68.4% | +47.9% |
| 1Y | +38.2% | -36.3% | +74.5% | +50.4% |
| 3Y | +363.4% | +30.4% | +333.0% | +315.7% |
| 5Y | +254.6% | -35.7% | +290.3% | +261.8% |
| 10Y | +562.0% | +16.0% | +546.0% | +445.6% |
| All | +562.0% | +14.9% | +547.0% | +445.6% |
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