+16.7%
BABA vs GDXJ
+208.5%
-191.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -0.2% | +4.3% | -4.5% | -1.0% |
| 30D | -12.3% | +8.4% | -20.7% | -13.8% |
| 3M | -5.3% | +25.5% | -30.8% | -9.9% |
| 6M | -13.1% | -6.3% | -6.7% | -13.1% |
| YTD | -22.4% | +12.1% | -34.5% | -25.3% |
| 1Y | -19.5% | +51.1% | -70.5% | -26.8% |
| 3Y | +32.9% | +296.1% | -263.1% | +1.1% |
| 5Y | -29.9% | +228.1% | -258.0% | -46.0% |
| 10Y | +16.7% | +211.8% | -195.1% | -9.1% |
| All | +16.7% | +208.5% | -191.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling