-31.3%
BABA vs GPC
+30.9%
-62.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | -4.8% | +1.2% | -6.0% | -5.1% |
| 30D | -11.9% | +6.0% | -17.9% | -13.3% |
| 3M | -9.3% | +42.6% | -51.9% | -19.4% |
| 6M | -14.2% | +22.8% | -37.0% | -20.2% |
| YTD | -22.0% | +15.5% | -37.5% | -26.7% |
| 1Y | -12.7% | +2.0% | -14.8% | -14.5% |
| 3Y | +26.7% | -1.4% | +28.1% | +21.9% |
| All | -31.3% | +30.9% | -62.2% | -48.9% |
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