+28.2%
BABA vs GPC
+117.5%
-89.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -4.8% | +0.4% | -5.2% | -4.9% |
| 30D | -11.9% | +5.1% | -17.0% | -13.2% |
| 3M | -9.3% | +41.5% | -50.8% | -18.9% |
| 6M | -14.2% | +21.8% | -36.1% | -19.9% |
| YTD | -22.0% | +14.6% | -36.6% | -26.3% |
| 1Y | -12.7% | +1.3% | -14.0% | -14.4% |
| 3Y | +26.7% | -1.4% | +28.1% | +22.1% |
| 5Y | -29.3% | +30.6% | -59.9% | -38.5% |
| 10Y | +21.2% | +80.6% | -59.4% | -7.1% |
| All | +28.2% | +117.5% | -89.3% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling