+232.7%
GLW vs BABA
-40.0%
+272.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +7.7% | -13.8% | +21.5% | +10.1% |
| 30D | -18.8% | -15.1% | -3.7% | -16.9% |
| 3M | -27.7% | -22.7% | -5.0% | -25.1% |
| 6M | -44.4% | -34.7% | -9.8% | -40.9% |
| YTD | +31.3% | -35.0% | +66.3% | +39.5% |
| 1Y | +40.0% | -40.4% | +80.5% | +50.4% |
| 3Y | +339.2% | +21.9% | +317.3% | +317.3% |
| All | +232.7% | -40.0% | +272.8% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling