-27.7%
BABA vs GPC
+6.4%
-34.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +8.6% | +1.7% | +6.9% | +8.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.6% |
| 3M | -15.9% | -4.5% | -11.4% | -15.1% |
| 6M | -17.5% | +21.6% | -39.1% | -23.5% |
| YTD | -25.6% | +4.0% | -29.6% | -28.3% |
| 1Y | -33.8% | +3.5% | -37.3% | -36.2% |
| 3Y | +34.6% | +2.1% | +32.5% | +25.0% |
| 5Y | -27.7% | +5.5% | -33.1% | -44.5% |
| All | -27.7% | +6.4% | -34.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling