+36.3%
BABA vs GAP
+67.6%
-31.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.7% |
| 7D | +11.6% | -3.8% | +15.4% | +12.0% |
| 30D | +2.3% | -9.0% | +11.3% | +3.2% |
| 3M | -13.7% | +5.5% | -19.1% | -14.2% |
| 6M | -21.9% | -11.1% | -10.8% | -21.4% |
| YTD | -24.6% | -13.6% | -11.1% | -24.1% |
| 1Y | -34.1% | -2.9% | -31.2% | -34.4% |
| 3Y | +36.3% | +69.6% | -33.4% | +31.6% |
| All | +36.3% | +67.6% | -31.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling