+11.7%
BABA vs GDXJ
+245.9%
-234.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -13.8% | -8.1% | -5.7% | -12.4% |
| 30D | -15.1% | -5.5% | -9.6% | -14.3% |
| 3M | -22.7% | -14.6% | -8.2% | -21.0% |
| 6M | -34.7% | -23.2% | -11.5% | -32.3% |
| YTD | -35.0% | -13.0% | -22.0% | -34.7% |
| 1Y | -40.4% | +2.8% | -43.2% | -41.9% |
| 3Y | +21.9% | +221.5% | -199.6% | -4.0% |
| 5Y | -39.9% | +123.4% | -163.2% | -51.3% |
| All | +11.7% | +245.9% | -234.2% | -14.0% |
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