-33.4%
BABA vs GPN
-19.6%
-13.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.7% |
| 7D | +2.4% | +3.7% | -1.3% | +1.1% |
| 30D | -7.8% | +23.6% | -31.4% | -14.3% |
| 3M | -22.4% | +18.3% | -40.7% | -27.1% |
| 6M | -26.0% | +47.8% | -73.8% | -36.4% |
| YTD | -29.3% | +32.6% | -61.8% | -37.4% |
| 1Y | -37.5% | +36.0% | -73.5% | -45.4% |
| 3Y | +31.9% | -3.9% | +35.8% | +25.7% |
| 5Y | -33.4% | -19.4% | -14.0% | -36.2% |
| All | -33.4% | -19.6% | -13.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling