+14.9%
BABA vs GPN
+195.0%
-180.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.7% |
| 7D | -3.6% | +4.3% | -7.9% | -5.1% |
| 30D | -8.4% | +22.1% | -30.5% | -15.2% |
| 3M | -20.6% | +17.1% | -37.7% | -25.7% |
| 6M | -25.4% | +46.7% | -72.1% | -36.5% |
| YTD | -30.1% | +30.8% | -60.9% | -38.7% |
| 1Y | -36.3% | +31.5% | -67.8% | -44.3% |
| 3Y | +30.4% | -5.1% | +35.5% | +23.6% |
| 5Y | -35.7% | -18.1% | -17.6% | -36.6% |
| 10Y | +16.0% | +53.1% | -37.1% | -23.2% |
| All | +14.9% | +195.0% | -180.1% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling