+27.1%
BABA vs GDXJ
+288.7%
-261.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.8% |
| 7D | -4.8% | +0.2% | -4.9% | -4.9% |
| 30D | -11.9% | +17.9% | -29.8% | -15.6% |
| 3M | -9.3% | +15.3% | -24.6% | -13.1% |
| 6M | -14.2% | -9.4% | -4.8% | -13.2% |
| YTD | -22.0% | +13.4% | -35.4% | -26.0% |
| 1Y | -12.7% | +59.7% | -72.4% | -24.7% |
| All | +27.1% | +288.7% | -261.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling