+14.4%
BABA vs GPN
+28.6%
-14.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.4% |
| 7D | -2.9% | -3.5% | +0.6% | -1.7% |
| 30D | -15.1% | +3.1% | -18.2% | -16.3% |
| 3M | -5.0% | +42.3% | -47.3% | -17.3% |
| 6M | -19.9% | +20.9% | -40.8% | -26.4% |
| YTD | -25.3% | +15.2% | -40.5% | -30.8% |
| 1Y | -23.9% | +5.4% | -29.3% | -27.4% |
| 3Y | +28.1% | -27.4% | +55.5% | +35.8% |
| 5Y | -31.4% | -44.2% | +12.8% | -21.8% |
| All | +14.4% | +28.6% | -14.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling