+205.7%
GLW vs BABA
-30.3%
+236.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.6% | -15.6% | -13.3% |
| 7D | -19.7% | +8.6% | -28.3% | -20.9% |
| 30D | -38.8% | -1.1% | -37.7% | -38.7% |
| 3M | -33.9% | -15.9% | -18.0% | -32.3% |
| 6M | -36.0% | -17.5% | -18.4% | -34.2% |
| YTD | +18.7% | -25.6% | +44.3% | +23.7% |
| 1Y | +19.8% | -33.8% | +53.6% | +26.6% |
| 3Y | +294.3% | +34.6% | +259.7% | +269.4% |
| 5Y | +205.7% | -27.7% | +233.4% | +191.2% |
| All | +205.7% | -30.3% | +236.0% | +191.2% |
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