+260.9%
GDX vs BABA
+27.3%
+233.6%
-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% | -3.5% | -2.5% |
| 7D | -0.4% | -4.8% | +4.4% | +0.6% |
| 30D | +18.6% | -11.9% | +30.5% | +21.4% |
| 3M | +14.9% | -9.3% | +24.1% | +16.8% |
| 6M | -6.3% | -14.2% | +8.0% | -3.5% |
| YTD | +15.7% | -22.0% | +37.8% | +21.2% |
| 1Y | +54.8% | -12.7% | +67.6% | +58.9% |
| All | +260.9% | +27.3% | +233.6% | +222.7% |
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 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