+486.7%
GS vs BABA
+16.2%
+470.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | -3.2% | +11.6% | -14.8% | -5.2% |
| 30D | -2.4% | +2.3% | -4.7% | -2.9% |
| 3M | -15.7% | -13.7% | -2.0% | -13.8% |
| 6M | -6.8% | -21.9% | +15.1% | -3.2% |
| YTD | -0.1% | -24.6% | +24.6% | +4.1% |
| 1Y | +12.1% | -34.1% | +46.2% | +19.4% |
| 3Y | +185.8% | +36.3% | +149.5% | +156.8% |
| 5Y | +140.1% | -26.7% | +166.8% | +135.6% |
| All | +486.7% | +16.2% | +470.5% | +449.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling