+16.3%
BABA vs GDXJ
+236.0%
-219.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.5% | -1.7% |
| 7D | +2.4% | +11.8% | -9.4% | +0.8% |
| 30D | -7.8% | -7.1% | -0.7% | -7.0% |
| 3M | -22.4% | -10.5% | -11.9% | -21.6% |
| 6M | -26.0% | -15.5% | -10.5% | -25.0% |
| YTD | -29.3% | -6.6% | -22.7% | -29.6% |
| 1Y | -37.5% | +11.3% | -48.9% | -39.2% |
| 3Y | +31.9% | +242.0% | -210.1% | +11.3% |
| 5Y | -33.4% | +147.7% | -181.1% | -42.9% |
| 10Y | +15.7% | +233.7% | -218.0% | -2.3% |
| All | +16.3% | +236.0% | -219.7% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling