+23.9%
BABA vs GDXJ
+240.5%
-216.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +11.6% | +13.4% | -1.8% | +9.8% |
| 30D | +2.3% | -1.3% | +3.6% | +2.4% |
| 3M | -13.7% | -1.5% | -12.2% | -13.9% |
| 6M | -21.9% | -12.2% | -9.7% | -21.2% |
| YTD | -24.6% | -5.3% | -19.3% | -25.1% |
| 1Y | -34.1% | +22.0% | -56.1% | -36.6% |
| 3Y | +36.3% | +224.9% | -188.7% | +15.6% |
| 5Y | -26.7% | +160.6% | -187.4% | -37.4% |
| 10Y | +19.2% | +203.0% | -183.8% | +0.6% |
| All | +23.9% | +240.5% | -216.7% | +6.1% |
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 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