+23.9%
BABA vs GAP
-26.4%
+50.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.8% |
| 7D | +11.6% | -3.8% | +15.4% | +12.1% |
| 30D | +2.3% | -9.0% | +11.3% | +3.5% |
| 3M | -13.7% | +5.5% | -19.1% | -14.5% |
| 6M | -21.9% | -11.1% | -10.8% | -21.2% |
| YTD | -24.6% | -13.6% | -11.1% | -24.0% |
| 1Y | -34.1% | -2.9% | -31.2% | -34.7% |
| 3Y | +36.3% | +69.6% | -33.4% | +19.6% |
| 5Y | -26.7% | +5.4% | -32.1% | -35.0% |
| 10Y | +19.2% | +17.8% | +1.4% | -3.9% |
| All | +23.9% | -26.4% | +50.2% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling