+21.9%
BABA vs GAP
+72.0%
-50.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.3% | -5.8% | -6.9% |
| 7D | -12.7% | -5.2% | -7.5% | -12.2% |
| 30D | -14.9% | -6.9% | -8.0% | -14.3% |
| 3M | -24.6% | +5.7% | -30.4% | -25.2% |
| 6M | -29.3% | +0.9% | -30.3% | -29.7% |
| YTD | -35.0% | -14.5% | -20.6% | -34.5% |
| 1Y | -39.7% | -12.1% | -27.6% | -39.4% |
| All | +21.9% | +72.0% | -50.1% | +18.1% |
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