+32.1%
GLW vs BABA
-36.6%
+68.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.7% | +13.0% | +10.3% |
| 7D | -5.9% | +3.8% | -9.7% | -7.5% |
| 30D | -26.0% | -5.4% | -20.6% | -24.8% |
| 3M | -29.9% | -17.9% | -11.9% | -25.5% |
| 6M | -37.8% | -24.1% | -13.7% | -28.9% |
| YTD | +33.1% | -27.4% | +60.6% | +50.5% |
| All | +32.1% | -36.6% | +68.6% | +51.3% |
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