+31.9%
BABA vs GPN
-2.7%
+34.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.2% |
| 7D | +2.4% | +3.7% | -1.3% | +1.7% |
| 30D | -7.8% | +23.6% | -31.4% | -11.4% |
| 3M | -22.4% | +18.3% | -40.7% | -25.0% |
| 6M | -26.0% | +47.8% | -73.8% | -32.0% |
| YTD | -29.3% | +32.6% | -61.8% | -33.8% |
| 1Y | -37.5% | +36.0% | -73.5% | -42.0% |
| 3Y | +31.9% | -3.9% | +35.8% | +13.1% |
| All | +31.9% | -2.7% | +34.7% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling