-19.5%
BABA vs GDXJ
+50.9%
-70.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.0% |
| 3M | -5.3% | +25.5% | -30.8% | -10.6% |
| 6M | -13.1% | -6.3% | -6.7% | -12.6% |
| YTD | -22.4% | +12.1% | -34.5% | -25.0% |
| 1Y | -19.5% | +51.1% | -70.5% | -17.2% |
| All | -19.5% | +50.9% | -70.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling