+584.7%
GLW vs BABA
+23.9%
+560.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.6% | -15.6% | -13.5% |
| 7D | -19.7% | +8.6% | -28.3% | -21.4% |
| 30D | -38.8% | -1.1% | -37.7% | -38.7% |
| 3M | -33.9% | -15.9% | -18.0% | -31.6% |
| 6M | -36.0% | -17.5% | -18.4% | -33.6% |
| YTD | +18.7% | -25.6% | +44.3% | +25.6% |
| 1Y | +19.8% | -33.8% | +53.6% | +29.7% |
| 3Y | +294.3% | +34.6% | +259.7% | +250.1% |
| 5Y | +205.7% | -27.7% | +233.4% | +198.7% |
| 10Y | +493.8% | +17.7% | +476.1% | +371.4% |
| All | +584.7% | +23.9% | +560.9% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling