+28.2%
BABA vs GPN
+171.6%
-143.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.0% |
| 7D | -4.8% | +0.8% | -5.5% | -5.0% |
| 30D | -11.9% | +5.8% | -17.7% | -14.0% |
| 3M | -9.3% | +37.0% | -46.3% | -20.1% |
| 6M | -14.2% | +20.1% | -34.4% | -21.2% |
| YTD | -22.0% | +20.4% | -42.4% | -29.0% |
| 1Y | -12.7% | +7.4% | -20.1% | -17.3% |
| 3Y | +26.7% | -26.1% | +52.8% | +33.6% |
| 5Y | -29.3% | -38.5% | +9.2% | -22.4% |
| 10Y | +21.2% | +28.4% | -7.2% | -13.3% |
| All | +28.2% | +171.6% | -143.5% | -38.4% |
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 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