+211.3%
GDX vs BABA
+34.4%
+176.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +13.6% | +11.6% | +2.0% | +11.1% |
| 30D | +2.5% | +2.3% | +0.2% | +2.0% |
| 3M | +4.4% | -13.7% | +18.1% | +7.2% |
| 6M | -5.2% | -21.9% | +16.7% | -0.7% |
| YTD | +2.1% | -24.6% | +26.8% | +7.6% |
| 1Y | +24.7% | -34.1% | +58.8% | +34.0% |
| 3Y | +211.3% | +36.3% | +175.0% | +177.5% |
| All | +211.3% | +34.4% | +176.9% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling