-31.4%
BABA vs GDXJ
+221.5%
-252.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.4% |
| 7D | -2.9% | -6.2% | +3.3% | -1.1% |
| 30D | -15.1% | +4.6% | -19.7% | -16.8% |
| 3M | -5.0% | +31.3% | -36.3% | -14.3% |
| 6M | -19.9% | -10.7% | -9.3% | -18.7% |
| YTD | -25.3% | +9.1% | -34.3% | -29.9% |
| 1Y | -23.9% | +44.1% | -68.0% | -35.9% |
| 3Y | +28.1% | +285.4% | -257.3% | -28.6% |
| 5Y | -31.4% | +228.4% | -259.8% | -60.4% |
| All | -31.4% | +221.5% | -252.8% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling