-39.7%
BABA vs GDXJ
+3.6%
-43.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.7% | -2.4% | -6.0% |
| 7D | -12.7% | -4.9% | -7.8% | -11.8% |
| 30D | -14.9% | -10.0% | -4.9% | -13.3% |
| 3M | -24.6% | -16.6% | -8.0% | -22.5% |
| 6M | -29.3% | -23.3% | -6.1% | -25.2% |
| YTD | -35.0% | -12.4% | -22.6% | -35.2% |
| 1Y | -39.7% | +0.5% | -40.2% | -42.1% |
| All | -39.7% | +3.6% | -43.3% | -42.1% |
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 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