+38.2%
GLW vs BABA
-37.8%
+75.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.2% | +8.6% | +7.8% |
| 7D | +1.4% | -3.6% | +5.0% | +2.2% |
| 30D | -18.2% | -8.4% | -9.9% | -16.2% |
| 3M | -24.2% | -20.6% | -3.6% | -18.6% |
| 6M | -41.7% | -25.4% | -16.3% | -33.3% |
| YTD | +38.3% | -30.1% | +68.4% | +57.9% |
| 1Y | +38.2% | -36.3% | +74.5% | +59.6% |
| All | +38.2% | -37.8% | +75.9% | +59.6% |
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 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