-40.4%
BABA vs GPN
+20.1%
-60.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.5% |
| 7D | -13.8% | -5.6% | -8.1% | -13.1% |
| 30D | -15.1% | +13.6% | -28.7% | -16.0% |
| 3M | -22.7% | -2.8% | -19.9% | -22.5% |
| 6M | -34.7% | +38.1% | -72.7% | -37.7% |
| YTD | -35.0% | +19.9% | -54.9% | -37.7% |
| 1Y | -40.4% | +23.4% | -63.8% | -42.6% |
| All | -40.4% | +20.1% | -60.5% | -42.6% |
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