+19.7%
GS vs BABA
-34.7%
+54.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.4% | +2.7% |
| 7D | +0.3% | +4.3% | -4.0% | -0.4% |
| 30D | +3.9% | -5.0% | +8.8% | +4.6% |
| 3M | -11.4% | -18.4% | +6.9% | -8.9% |
| 6M | +3.7% | -20.3% | +24.0% | +7.7% |
| YTD | +7.1% | -27.5% | +34.6% | +14.8% |
| 1Y | +19.7% | -35.3% | +55.0% | +26.7% |
| All | +19.7% | -34.7% | +54.3% | +26.7% |
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 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