-36.3%
BABA vs GPC
+2.0%
-38.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.6% | -2.1% | -1.5% | -3.5% |
| 30D | -8.4% | -4.5% | -3.8% | -8.2% |
| 3M | -20.6% | -7.7% | -12.9% | -20.2% |
| 6M | -25.4% | +24.3% | -49.7% | -28.8% |
| YTD | -30.1% | +3.5% | -33.6% | -35.0% |
| 1Y | -36.3% | +0.7% | -37.0% | -40.6% |
| All | -36.3% | +2.0% | -38.3% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling