+349.2%
GDX vs BABA
+14.9%
+334.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.2% |
| 30D | -3.8% | -8.4% | +4.6% | -2.6% |
| 3M | -5.4% | -20.6% | +15.1% | -2.6% |
| 6M | -12.7% | -25.4% | +12.7% | -9.4% |
| YTD | -0.7% | -30.1% | +29.5% | +3.9% |
| 1Y | +11.9% | -36.3% | +48.2% | +18.3% |
| 3Y | +223.9% | +30.4% | +193.5% | +208.4% |
| 5Y | +163.2% | -35.7% | +198.9% | +158.1% |
| 10Y | +349.2% | +16.0% | +333.1% | +278.2% |
| All | +349.2% | +14.9% | +334.2% | +278.2% |
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