+185.4%
GDX vs BABA
-28.1%
+213.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +13.6% | +11.6% | +2.0% | +11.5% |
| 30D | +2.5% | +2.3% | +0.2% | +2.1% |
| 3M | +4.4% | -13.7% | +18.1% | +6.8% |
| 6M | -5.2% | -21.9% | +16.7% | -1.6% |
| YTD | +2.1% | -24.6% | +26.8% | +6.6% |
| 1Y | +24.7% | -34.1% | +58.8% | +32.7% |
| 3Y | +211.3% | +36.3% | +175.0% | +189.1% |
| All | +185.4% | -28.1% | +213.5% | +177.9% |
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