+342.1%
GLW vs BABA
-30.9%
+373.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.5% |
| 7D | +3.8% | -4.8% | +8.5% | +4.6% |
| 30D | -1.3% | -11.9% | +10.5% | +0.5% |
| 3M | -21.8% | -9.3% | -12.5% | -20.8% |
| 6M | +6.9% | -14.2% | +21.1% | +9.3% |
| YTD | +77.2% | -22.0% | +99.2% | +83.4% |
| 1Y | +123.2% | -12.7% | +136.0% | +127.1% |
| 3Y | +400.0% | +26.7% | +373.3% | +373.1% |
| All | +342.1% | -30.9% | +373.0% | +317.7% |
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