-23.9%
BABA vs GPN
+4.0%
-27.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | -15.1% | +3.1% | -18.2% | -15.6% |
| 3M | -5.0% | +42.3% | -47.3% | -11.4% |
| 6M | -19.9% | +20.9% | -40.8% | -23.2% |
| YTD | -25.3% | +15.2% | -40.5% | -27.2% |
| 1Y | -23.9% | +5.4% | -29.3% | -21.5% |
| All | -23.9% | +4.0% | -27.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling