+34.5%
BABA vs GPC
+2.3%
+32.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +8.6% | +1.7% | +6.9% | +8.3% |
| 30D | -1.1% | -2.3% | +1.2% | -0.8% |
| 3M | -15.9% | -4.5% | -11.4% | -15.4% |
| 6M | -17.5% | +21.6% | -39.1% | -22.0% |
| YTD | -25.6% | +4.0% | -29.6% | -27.7% |
| 1Y | -33.8% | +3.5% | -37.3% | -35.7% |
| All | +34.5% | +2.3% | +32.2% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling