+490.6%
GS vs BABA
+23.9%
+466.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.9% |
| 7D | -6.3% | +8.6% | -14.9% | -7.8% |
| 30D | -3.1% | -1.1% | -2.1% | -3.0% |
| 3M | -17.7% | -15.9% | -1.7% | -15.3% |
| 6M | -4.6% | -17.5% | +13.0% | -1.9% |
| YTD | +0.3% | -25.6% | +25.9% | +4.9% |
| 1Y | +11.7% | -33.8% | +45.5% | +19.2% |
| 3Y | +183.6% | +34.6% | +149.0% | +154.3% |
| 5Y | +141.0% | -27.7% | +168.6% | +134.5% |
| 10Y | +507.4% | +17.7% | +489.7% | +397.8% |
| All | +490.6% | +23.9% | +466.7% | +350.6% |
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