-37.5%
BABA vs GPC
+2.1%
-39.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -7.8% | -1.8% | -5.9% | -7.7% |
| 3M | -22.4% | -6.6% | -15.8% | -22.1% |
| 6M | -26.0% | +21.3% | -47.3% | -28.8% |
| YTD | -29.3% | +4.3% | -33.6% | -33.7% |
| 1Y | -37.5% | +3.3% | -40.8% | -40.7% |
| All | -37.5% | +2.1% | -39.6% | -40.7% |
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