+150.7%
GDX vs BABA
-40.0%
+190.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -6.8% | -13.8% | +7.0% | -4.4% |
| 30D | -2.1% | -15.1% | +13.0% | +0.7% |
| 3M | -7.5% | -22.7% | +15.2% | -3.5% |
| 6M | -15.2% | -34.7% | +19.5% | -9.1% |
| YTD | -4.8% | -35.0% | +30.2% | +1.9% |
| 1Y | +6.7% | -40.4% | +47.1% | +15.8% |
| 3Y | +212.7% | +21.9% | +190.8% | +196.5% |
| All | +150.7% | -40.0% | +190.7% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling