+32.9%
BABA vs GPN
-27.1%
+60.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -12.3% | +3.8% | -16.1% | -13.1% |
| 3M | -5.3% | +39.2% | -44.5% | -12.2% |
| 6M | -13.1% | +17.9% | -30.9% | -16.7% |
| YTD | -22.4% | +16.4% | -38.8% | -25.7% |
| 1Y | -19.5% | +3.6% | -23.1% | -20.8% |
| 3Y | +32.9% | -26.7% | +59.6% | +36.4% |
| All | +32.9% | -27.1% | +60.0% | +36.4% |
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