+530.7%
GS vs BABA
+20.7%
+510.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.4% | +2.6% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | +3.9% | -5.0% | +8.8% | +4.8% |
| 3M | -11.4% | -18.4% | +6.9% | -8.3% |
| 6M | +3.7% | -20.3% | +24.0% | +7.3% |
| YTD | +7.1% | -27.5% | +34.6% | +12.6% |
| 1Y | +19.7% | -35.3% | +55.0% | +28.2% |
| 3Y | +202.8% | +31.2% | +171.7% | +173.0% |
| 5Y | +156.7% | -32.1% | +188.8% | +153.7% |
| 10Y | +548.7% | +14.7% | +534.0% | +434.4% |
| All | +530.7% | +20.7% | +510.0% | +383.8% |
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