+281.6%
GDX vs BABA
+19.8%
+261.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -0.4% | -4.8% | +4.4% | +0.3% |
| 30D | +18.6% | -11.9% | +30.5% | +20.6% |
| 3M | +14.9% | -9.3% | +24.1% | +16.1% |
| 6M | -6.3% | -14.2% | +8.0% | -4.5% |
| YTD | +15.7% | -22.0% | +37.8% | +19.3% |
| 1Y | +54.8% | -12.7% | +67.6% | +57.1% |
| 3Y | +253.4% | +26.7% | +226.8% | +235.8% |
| 5Y | +219.7% | -29.3% | +249.0% | +209.5% |
| All | +281.6% | +19.8% | +261.9% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 10y: compounded portfolio wealth divided by compounded BABA 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…
10y analysis · Full analysis span regression · 6 months rolling