+173.4%
GDX vs BABA
-33.3%
+206.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.0% |
| 7D | +11.5% | +2.4% | +9.1% | +11.0% |
| 30D | -3.1% | -7.8% | +4.6% | -1.8% |
| 3M | -4.4% | -22.4% | +17.9% | -0.4% |
| 6M | -8.6% | -26.0% | +17.4% | -4.2% |
| YTD | +0.8% | -29.3% | +30.1% | +6.4% |
| 1Y | +14.7% | -37.5% | +52.2% | +23.2% |
| 3Y | +228.8% | +31.9% | +196.9% | +207.2% |
| 5Y | +173.4% | -33.4% | +206.8% | +167.9% |
| All | +173.4% | -33.3% | +206.7% | +167.9% |
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