+11.7%
GS vs BABA
-33.7%
+45.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.8% |
| 7D | -6.3% | +8.6% | -14.9% | -7.6% |
| 30D | -3.1% | -1.1% | -2.1% | -3.1% |
| 3M | -17.7% | -15.9% | -1.7% | -15.7% |
| 6M | -4.6% | -17.5% | +13.0% | -1.5% |
| YTD | +0.3% | -25.6% | +25.9% | +7.0% |
| 1Y | +11.7% | -33.8% | +45.5% | +17.7% |
| All | +11.7% | -33.7% | +45.4% | +17.7% |
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